mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 10,229 10,258 29 0.3% 10,126
High 10,307 10,287 -20 -0.2% 10,307
Low 10,164 9,880 -284 -2.8% 9,880
Close 10,258 9,946 -312 -3.0% 9,946
Range 143 407 264 184.6% 427
ATR 243 255 12 4.8% 0
Volume 129,149 124,377 -4,772 -3.7% 564,516
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,259 11,009 10,170
R3 10,852 10,602 10,058
R2 10,445 10,445 10,021
R1 10,195 10,195 9,983 10,117
PP 10,038 10,038 10,038 9,998
S1 9,788 9,788 9,909 9,710
S2 9,631 9,631 9,872
S3 9,224 9,381 9,834
S4 8,817 8,974 9,722
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,325 11,063 10,181
R3 10,898 10,636 10,064
R2 10,471 10,471 10,024
R1 10,209 10,209 9,985 10,127
PP 10,044 10,044 10,044 10,003
S1 9,782 9,782 9,907 9,700
S2 9,617 9,617 9,868
S3 9,190 9,355 9,829
S4 8,763 8,928 9,711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,307 9,880 427 4.3% 246 2.5% 15% False True 144,154
10 10,307 9,757 550 5.5% 262 2.6% 34% False False 176,547
20 10,917 9,757 1,160 11.7% 269 2.7% 16% False False 195,925
40 11,206 9,757 1,449 14.6% 224 2.2% 13% False False 167,408
60 11,206 9,757 1,449 14.6% 179 1.8% 13% False False 143,801
80 11,206 9,757 1,449 14.6% 164 1.6% 13% False False 107,984
100 11,206 9,731 1,475 14.8% 165 1.7% 15% False False 86,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,017
2.618 11,353
1.618 10,946
1.000 10,694
0.618 10,539
HIGH 10,287
0.618 10,132
0.500 10,084
0.382 10,036
LOW 9,880
0.618 9,629
1.000 9,473
1.618 9,222
2.618 8,815
4.250 8,150
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 10,084 10,094
PP 10,038 10,044
S1 9,992 9,995

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

View Archives - Comment on this page... - Back to Index of Symbols