mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 10,835 10,463 -372 -3.4% 10,972
High 10,865 10,580 -285 -2.6% 11,131
Low 9,840 10,202 362 3.7% 9,840
Close 10,457 10,335 -122 -1.2% 10,335
Range 1,025 378 -647 -63.1% 1,291
ATR 201 213 13 6.3% 0
Volume 187,645 326,371 138,726 73.9% 1,002,444
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 11,506 11,299 10,543
R3 11,128 10,921 10,439
R2 10,750 10,750 10,404
R1 10,543 10,543 10,370 10,458
PP 10,372 10,372 10,372 10,330
S1 10,165 10,165 10,300 10,080
S2 9,994 9,994 10,266
S3 9,616 9,787 10,231
S4 9,238 9,409 10,127
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 14,308 13,613 11,045
R3 13,017 12,322 10,690
R2 11,726 11,726 10,572
R1 11,031 11,031 10,453 10,733
PP 10,435 10,435 10,435 10,287
S1 9,740 9,740 10,217 9,442
S2 9,144 9,144 10,098
S3 7,853 8,449 9,980
S4 6,562 7,158 9,625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,131 9,840 1,291 12.5% 402 3.9% 38% False False 200,488
10 11,206 9,840 1,366 13.2% 281 2.7% 36% False False 172,540
20 11,206 9,840 1,366 13.2% 193 1.9% 36% False False 149,706
40 11,206 9,840 1,366 13.2% 141 1.4% 36% False False 125,785
60 11,206 9,840 1,366 13.2% 134 1.3% 36% False False 84,107
80 11,206 9,731 1,475 14.3% 142 1.4% 41% False False 63,107
100 11,206 9,731 1,475 14.3% 130 1.3% 41% False False 50,493
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,187
2.618 11,570
1.618 11,192
1.000 10,958
0.618 10,814
HIGH 10,580
0.618 10,436
0.500 10,391
0.382 10,347
LOW 10,202
0.618 9,969
1.000 9,824
1.618 9,591
2.618 9,213
4.250 8,596
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 10,391 10,376
PP 10,372 10,362
S1 10,354 10,349

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols