mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 10,487 10,405 -82 -0.8% 10,465
High 10,507 10,456 -51 -0.5% 10,917
Low 10,307 10,034 -273 -2.6% 10,451
Close 10,405 10,056 -349 -3.4% 10,609
Range 200 422 222 111.0% 466
ATR 230 244 14 5.9% 0
Volume 201,071 211,611 10,540 5.2% 1,006,864
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 11,448 11,174 10,288
R3 11,026 10,752 10,172
R2 10,604 10,604 10,133
R1 10,330 10,330 10,095 10,256
PP 10,182 10,182 10,182 10,145
S1 9,908 9,908 10,017 9,834
S2 9,760 9,760 9,979
S3 9,338 9,486 9,940
S4 8,916 9,064 9,824
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 12,057 11,799 10,865
R3 11,591 11,333 10,737
R2 11,125 11,125 10,695
R1 10,867 10,867 10,652 10,996
PP 10,659 10,659 10,659 10,724
S1 10,401 10,401 10,566 10,530
S2 10,193 10,193 10,524
S3 9,727 9,935 10,481
S4 9,261 9,469 10,353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,795 10,034 761 7.6% 275 2.7% 3% False True 192,229
10 10,917 10,034 883 8.8% 276 2.7% 2% False True 215,303
20 11,206 9,840 1,366 13.6% 265 2.6% 16% False False 185,164
40 11,206 9,840 1,366 13.6% 180 1.8% 16% False False 147,922
60 11,206 9,840 1,366 13.6% 153 1.5% 16% False False 114,519
80 11,206 9,731 1,475 14.7% 154 1.5% 22% False False 85,931
100 11,206 9,731 1,475 14.7% 147 1.5% 22% False False 68,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 60
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 12,250
2.618 11,561
1.618 11,139
1.000 10,878
0.618 10,717
HIGH 10,456
0.618 10,295
0.500 10,245
0.382 10,195
LOW 10,034
0.618 9,773
1.000 9,612
1.618 9,351
2.618 8,929
4.250 8,241
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 10,245 10,366
PP 10,182 10,263
S1 10,119 10,159

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

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