mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 10,405 10,052 -353 -3.4% 10,600
High 10,456 10,182 -274 -2.6% 10,698
Low 10,034 9,886 -148 -1.5% 9,886
Close 10,056 10,160 104 1.0% 10,160
Range 422 296 -126 -29.9% 812
ATR 244 248 4 1.5% 0
Volume 211,611 294,103 82,492 39.0% 1,113,903
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 10,964 10,858 10,323
R3 10,668 10,562 10,242
R2 10,372 10,372 10,214
R1 10,266 10,266 10,187 10,319
PP 10,076 10,076 10,076 10,103
S1 9,970 9,970 10,133 10,023
S2 9,780 9,780 10,106
S3 9,484 9,674 10,079
S4 9,188 9,378 9,997
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 12,684 12,234 10,607
R3 11,872 11,422 10,383
R2 11,060 11,060 10,309
R1 10,610 10,610 10,235 10,429
PP 10,248 10,248 10,248 10,158
S1 9,798 9,798 10,086 9,617
S2 9,436 9,436 10,011
S3 8,624 8,986 9,937
S4 7,812 8,174 9,714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,698 9,886 812 8.0% 277 2.7% 34% False True 222,780
10 10,917 9,886 1,031 10.1% 267 2.6% 27% False True 212,076
20 11,206 9,840 1,366 13.4% 274 2.7% 23% False False 192,308
40 11,206 9,840 1,366 13.4% 184 1.8% 23% False False 152,171
60 11,206 9,840 1,366 13.4% 155 1.5% 23% False False 119,417
80 11,206 9,731 1,475 14.5% 156 1.5% 29% False False 89,605
100 11,206 9,731 1,475 14.5% 150 1.5% 29% False False 71,699
Crabel Price Patterns
NR True
NR4 False
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 62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,440
2.618 10,957
1.618 10,661
1.000 10,478
0.618 10,365
HIGH 10,182
0.618 10,069
0.500 10,034
0.382 9,999
LOW 9,886
0.618 9,703
1.000 9,590
1.618 9,407
2.618 9,111
4.250 8,628
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 10,118 10,197
PP 10,076 10,184
S1 10,034 10,172

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

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