mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 10,052 10,168 116 1.2% 10,600
High 10,182 10,182 0 0.0% 10,698
Low 9,886 10,034 148 1.5% 9,886
Close 10,160 10,043 -117 -1.2% 10,160
Range 296 148 -148 -50.0% 812
ATR 248 241 -7 -2.9% 0
Volume 294,103 239,798 -54,305 -18.5% 1,113,903
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 10,530 10,435 10,125
R3 10,382 10,287 10,084
R2 10,234 10,234 10,070
R1 10,139 10,139 10,057 10,113
PP 10,086 10,086 10,086 10,073
S1 9,991 9,991 10,030 9,965
S2 9,938 9,938 10,016
S3 9,790 9,843 10,002
S4 9,642 9,695 9,962
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 8.1% 261 2.6% 19% False False 228,997
10 10,917 9,886 1,031 10.3% 248 2.5% 15% False False 203,826
20 11,168 9,840 1,328 13.2% 278 2.8% 15% False False 198,336
40 11,206 9,840 1,366 13.6% 186 1.8% 15% False False 154,692
60 11,206 9,840 1,366 13.6% 155 1.5% 15% False False 123,407
80 11,206 9,731 1,475 14.7% 154 1.5% 21% False False 92,602
100 11,206 9,731 1,475 14.7% 150 1.5% 21% False False 74,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 10,811
2.618 10,570
1.618 10,422
1.000 10,330
0.618 10,274
HIGH 10,182
0.618 10,126
0.500 10,108
0.382 10,091
LOW 10,034
0.618 9,943
1.000 9,886
1.618 9,795
2.618 9,647
4.250 9,405
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 10,108 10,171
PP 10,086 10,128
S1 10,065 10,086

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

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