mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 10,020 9,916 -104 -1.0% 10,600
High 10,160 10,252 92 0.9% 10,698
Low 9,916 9,828 -88 -0.9% 9,886
Close 9,921 10,235 314 3.2% 10,160
Range 244 424 180 73.8% 812
ATR 244 257 13 5.3% 0
Volume 199,829 168,453 -31,376 -15.7% 1,113,903
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 11,377 11,230 10,468
R3 10,953 10,806 10,352
R2 10,529 10,529 10,313
R1 10,382 10,382 10,274 10,456
PP 10,105 10,105 10,105 10,142
S1 9,958 9,958 10,196 10,032
S2 9,681 9,681 10,157
S3 9,257 9,534 10,119
S4 8,833 9,110 10,002
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 10,252 9,757 495 4.8% 279 2.7% 97% True False 208,940
10 10,795 9,757 1,038 10.1% 277 2.7% 46% False False 200,584
20 11,158 9,757 1,401 13.7% 299 2.9% 34% False False 200,124
40 11,206 9,757 1,449 14.2% 204 2.0% 33% False False 159,753
60 11,206 9,757 1,449 14.2% 167 1.6% 33% False False 131,880
80 11,206 9,731 1,475 14.4% 160 1.6% 34% False False 98,982
100 11,206 9,731 1,475 14.4% 156 1.5% 34% False False 79,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 12,054
2.618 11,362
1.618 10,938
1.000 10,676
0.618 10,514
HIGH 10,252
0.618 10,090
0.500 10,040
0.382 9,990
LOW 9,828
0.618 9,566
1.000 9,404
1.618 9,142
2.618 8,718
4.250 8,026
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 10,170 10,158
PP 10,105 10,081
S1 10,040 10,005

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

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