mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 9,916 10,234 318 3.2% 10,168
High 10,252 10,277 25 0.2% 10,277
Low 9,828 10,083 255 2.6% 9,757
Close 10,235 10,126 -109 -1.1% 10,126
Range 424 194 -230 -54.2% 520
ATR 257 252 -4 -1.7% 0
Volume 168,453 156,254 -12,199 -7.2% 906,853
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 10,744 10,629 10,233
R3 10,550 10,435 10,179
R2 10,356 10,356 10,162
R1 10,241 10,241 10,144 10,202
PP 10,162 10,162 10,162 10,142
S1 10,047 10,047 10,108 10,008
S2 9,968 9,968 10,091
S3 9,774 9,853 10,073
S4 9,580 9,659 10,019
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 11,613 11,390 10,412
R3 11,093 10,870 10,269
R2 10,573 10,573 10,221
R1 10,350 10,350 10,174 10,202
PP 10,053 10,053 10,053 9,979
S1 9,830 9,830 10,078 9,682
S2 9,533 9,533 10,031
S3 9,013 9,310 9,983
S4 8,493 8,790 9,840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,277 9,757 520 5.1% 259 2.6% 71% True False 181,370
10 10,698 9,757 941 9.3% 268 2.6% 39% False False 202,075
20 11,131 9,757 1,374 13.6% 299 2.9% 27% False False 201,503
40 11,206 9,757 1,449 14.3% 206 2.0% 25% False False 160,740
60 11,206 9,757 1,449 14.3% 169 1.7% 25% False False 134,473
80 11,206 9,731 1,475 14.6% 162 1.6% 27% False False 100,933
100 11,206 9,731 1,475 14.6% 158 1.6% 27% False False 80,766
Crabel Price Patterns
NR True
NR4 True
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 59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,102
2.618 10,785
1.618 10,591
1.000 10,471
0.618 10,397
HIGH 10,277
0.618 10,203
0.500 10,180
0.382 10,157
LOW 10,083
0.618 9,963
1.000 9,889
1.618 9,769
2.618 9,575
4.250 9,259
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 10,180 10,102
PP 10,162 10,077
S1 10,144 10,053

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

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