mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 10,258 9,924 -334 -3.3% 10,126
High 10,287 9,975 -312 -3.0% 10,307
Low 9,880 9,788 -92 -0.9% 9,880
Close 9,946 9,794 -152 -1.5% 9,946
Range 407 187 -220 -54.1% 427
ATR 255 250 -5 -1.9% 0
Volume 124,377 192,536 68,159 54.8% 564,516
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,413 10,291 9,897
R3 10,226 10,104 9,846
R2 10,039 10,039 9,828
R1 9,917 9,917 9,811 9,885
PP 9,852 9,852 9,852 9,836
S1 9,730 9,730 9,777 9,698
S2 9,665 9,665 9,760
S3 9,478 9,543 9,743
S4 9,291 9,356 9,691
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 9,788 519 5.3% 244 2.5% 1% False True 151,410
10 10,307 9,757 550 5.6% 252 2.6% 7% False False 166,390
20 10,917 9,757 1,160 11.8% 259 2.6% 3% False False 189,233
40 11,206 9,757 1,449 14.8% 226 2.3% 3% False False 169,470
60 11,206 9,757 1,449 14.8% 180 1.8% 3% False False 146,934
80 11,206 9,757 1,449 14.8% 165 1.7% 3% False False 110,388
100 11,206 9,731 1,475 15.1% 165 1.7% 4% False False 88,332
120 11,206 9,731 1,475 15.1% 151 1.5% 4% False False 73,617
Crabel Price Patterns
NR True
NR4 False
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 50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,770
2.618 10,465
1.618 10,278
1.000 10,162
0.618 10,091
HIGH 9,975
0.618 9,904
0.500 9,882
0.382 9,860
LOW 9,788
0.618 9,673
1.000 9,601
1.618 9,486
2.618 9,299
4.250 8,993
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 9,882 10,048
PP 9,852 9,963
S1 9,823 9,879

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

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