mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 10,019 10,229 210 2.1% 10,168
High 10,246 10,307 61 0.6% 10,277
Low 10,001 10,164 163 1.6% 9,757
Close 10,232 10,258 26 0.3% 10,126
Range 245 143 -102 -41.6% 520
ATR 251 243 -8 -3.1% 0
Volume 163,785 129,149 -34,636 -21.1% 906,853
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,672 10,608 10,337
R3 10,529 10,465 10,297
R2 10,386 10,386 10,284
R1 10,322 10,322 10,271 10,354
PP 10,243 10,243 10,243 10,259
S1 10,179 10,179 10,245 10,211
S2 10,100 10,100 10,232
S3 9,957 10,036 10,219
S4 9,814 9,893 10,179
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 10,307 9,828 479 4.7% 249 2.4% 90% True False 152,969
10 10,456 9,757 699 6.8% 264 2.6% 72% False False 185,270
20 10,917 9,757 1,160 11.3% 300 2.9% 43% False False 199,088
40 11,206 9,757 1,449 14.1% 216 2.1% 35% False False 168,044
60 11,206 9,757 1,449 14.1% 173 1.7% 35% False False 141,751
80 11,206 9,757 1,449 14.1% 162 1.6% 35% False False 106,430
100 11,206 9,731 1,475 14.4% 161 1.6% 36% False False 85,164
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 60
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 10,915
2.618 10,681
1.618 10,538
1.000 10,450
0.618 10,395
HIGH 10,307
0.618 10,252
0.500 10,236
0.382 10,219
LOW 10,164
0.618 10,076
1.000 10,021
1.618 9,933
2.618 9,790
4.250 9,556
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 10,251 10,219
PP 10,243 10,179
S1 10,236 10,140

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

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