mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 10,126 10,019 -107 -1.1% 10,168
High 10,211 10,246 35 0.3% 10,277
Low 9,972 10,001 29 0.3% 9,757
Close 10,019 10,232 213 2.1% 10,126
Range 239 245 6 2.5% 520
ATR 251 251 0 -0.2% 0
Volume 147,205 163,785 16,580 11.3% 906,853
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,895 10,808 10,367
R3 10,650 10,563 10,300
R2 10,405 10,405 10,277
R1 10,318 10,318 10,255 10,362
PP 10,160 10,160 10,160 10,181
S1 10,073 10,073 10,210 10,117
S2 9,915 9,915 10,187
S3 9,670 9,828 10,165
S4 9,425 9,583 10,097
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 9,828 449 4.4% 269 2.6% 90% False False 167,105
10 10,507 9,757 750 7.3% 270 2.6% 63% False False 192,462
20 10,917 9,757 1,160 11.3% 300 2.9% 41% False False 203,104
40 11,206 9,757 1,449 14.2% 216 2.1% 33% False False 166,767
60 11,206 9,757 1,449 14.2% 173 1.7% 33% False False 139,620
80 11,206 9,757 1,449 14.2% 162 1.6% 33% False False 104,818
100 11,206 9,731 1,475 14.4% 161 1.6% 34% False False 83,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,287
2.618 10,888
1.618 10,643
1.000 10,491
0.618 10,398
HIGH 10,246
0.618 10,153
0.500 10,124
0.382 10,095
LOW 10,001
0.618 9,850
1.000 9,756
1.618 9,605
2.618 9,360
4.250 8,960
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 10,196 10,196
PP 10,160 10,160
S1 10,124 10,125

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

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