mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 10,705 10,874 169 1.6% 10,972
High 10,882 10,917 35 0.3% 11,131
Low 10,615 10,744 129 1.2% 9,840
Close 10,876 10,773 -103 -0.9% 10,335
Range 267 173 -94 -35.2% 1,291
ATR 233 228 -4 -1.8% 0
Volume 169,518 142,717 -26,801 -15.8% 1,002,444
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 11,330 11,225 10,868
R3 11,157 11,052 10,821
R2 10,984 10,984 10,805
R1 10,879 10,879 10,789 10,845
PP 10,811 10,811 10,811 10,795
S1 10,706 10,706 10,757 10,672
S2 10,638 10,638 10,741
S3 10,465 10,533 10,726
S4 10,292 10,360 10,678
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 10,917 10,202 715 6.6% 276 2.6% 80% True False 238,377
10 11,158 9,840 1,318 12.2% 322 3.0% 71% False False 199,663
20 11,206 9,840 1,366 12.7% 227 2.1% 68% False False 173,026
40 11,206 9,840 1,366 12.7% 158 1.5% 68% False False 138,145
60 11,206 9,840 1,366 12.7% 140 1.3% 68% False False 98,518
80 11,206 9,731 1,475 13.7% 149 1.4% 71% False False 73,924
100 11,206 9,731 1,475 13.7% 136 1.3% 71% False False 59,148
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 47
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,652
2.618 11,370
1.618 11,197
1.000 11,090
0.618 11,024
HIGH 10,917
0.618 10,851
0.500 10,831
0.382 10,810
LOW 10,744
0.618 10,637
1.000 10,571
1.618 10,464
2.618 10,291
4.250 10,009
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 10,831 10,771
PP 10,811 10,768
S1 10,792 10,766

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

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