mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 10,465 10,736 271 2.6% 10,972
High 10,794 10,840 46 0.4% 11,131
Low 10,451 10,622 171 1.6% 9,840
Close 10,741 10,709 -32 -0.3% 10,335
Range 343 218 -125 -36.4% 1,291
ATR 231 230 -1 -0.4% 0
Volume 322,300 230,983 -91,317 -28.3% 1,002,444
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 11,378 11,261 10,829
R3 11,160 11,043 10,769
R2 10,942 10,942 10,749
R1 10,825 10,825 10,729 10,775
PP 10,724 10,724 10,724 10,698
S1 10,607 10,607 10,689 10,557
S2 10,506 10,506 10,669
S3 10,288 10,389 10,649
S4 10,070 10,171 10,589
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 10,912 9,840 1,072 10.0% 421 3.9% 81% False False 255,352
10 11,158 9,840 1,318 12.3% 305 2.8% 66% False False 206,634
20 11,206 9,840 1,366 12.8% 213 2.0% 64% False False 168,215
40 11,206 9,840 1,366 12.8% 151 1.4% 64% False False 135,658
60 11,206 9,840 1,366 12.8% 137 1.3% 64% False False 93,324
80 11,206 9,731 1,475 13.8% 146 1.4% 66% False False 70,023
100 11,206 9,731 1,475 13.8% 134 1.2% 66% False False 56,026
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,767
2.618 11,411
1.618 11,193
1.000 11,058
0.618 10,975
HIGH 10,840
0.618 10,757
0.500 10,731
0.382 10,705
LOW 10,622
0.618 10,487
1.000 10,404
1.618 10,269
2.618 10,051
4.250 9,696
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 10,731 10,646
PP 10,724 10,584
S1 10,716 10,521

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

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