mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 10,736 10,705 -31 -0.3% 10,972
High 10,840 10,882 42 0.4% 11,131
Low 10,622 10,615 -7 -0.1% 9,840
Close 10,709 10,876 167 1.6% 10,335
Range 218 267 49 22.5% 1,291
ATR 230 233 3 1.1% 0
Volume 230,983 169,518 -61,465 -26.6% 1,002,444
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 11,592 11,501 11,023
R3 11,325 11,234 10,950
R2 11,058 11,058 10,925
R1 10,967 10,967 10,901 11,013
PP 10,791 10,791 10,791 10,814
S1 10,700 10,700 10,852 10,746
S2 10,524 10,524 10,827
S3 10,257 10,433 10,803
S4 9,990 10,166 10,729
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 10,882 9,840 1,042 9.6% 446 4.1% 99% True False 247,363
10 11,158 9,840 1,318 12.1% 320 2.9% 79% False False 202,484
20 11,206 9,840 1,366 12.6% 222 2.0% 76% False False 171,221
40 11,206 9,840 1,366 12.6% 156 1.4% 76% False False 137,423
60 11,206 9,840 1,366 12.6% 138 1.3% 76% False False 96,145
80 11,206 9,731 1,475 13.6% 149 1.4% 78% False False 72,141
100 11,206 9,731 1,475 13.6% 136 1.2% 78% False False 57,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,017
2.618 11,581
1.618 11,314
1.000 11,149
0.618 11,047
HIGH 10,882
0.618 10,780
0.500 10,749
0.382 10,717
LOW 10,615
0.618 10,450
1.000 10,348
1.618 10,183
2.618 9,916
4.250 9,480
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 10,834 10,806
PP 10,791 10,736
S1 10,749 10,667

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

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