mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 9,924 9,798 -126 -1.3% 10,126
High 9,975 9,947 -28 -0.3% 10,307
Low 9,788 9,673 -115 -1.2% 9,880
Close 9,794 9,914 120 1.2% 9,946
Range 187 274 87 46.5% 427
ATR 250 252 2 0.7% 0
Volume 192,536 160,858 -31,678 -16.5% 564,516
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,667 10,564 10,065
R3 10,393 10,290 9,989
R2 10,119 10,119 9,964
R1 10,016 10,016 9,939 10,068
PP 9,845 9,845 9,845 9,870
S1 9,742 9,742 9,889 9,794
S2 9,571 9,571 9,864
S3 9,297 9,468 9,839
S4 9,023 9,194 9,763
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 9,673 634 6.4% 251 2.5% 38% False True 154,141
10 10,307 9,673 634 6.4% 264 2.7% 38% False True 158,496
20 10,917 9,673 1,244 12.5% 256 2.6% 19% False True 181,161
40 11,206 9,673 1,533 15.5% 231 2.3% 16% False True 171,170
60 11,206 9,673 1,533 15.5% 184 1.9% 16% False True 148,567
80 11,206 9,673 1,533 15.5% 166 1.7% 16% False True 112,397
100 11,206 9,673 1,533 15.5% 168 1.7% 16% False True 89,941
120 11,206 9,673 1,533 15.5% 153 1.5% 16% False True 74,957
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 61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,112
2.618 10,664
1.618 10,390
1.000 10,221
0.618 10,116
HIGH 9,947
0.618 9,842
0.500 9,810
0.382 9,778
LOW 9,673
0.618 9,504
1.000 9,399
1.618 9,230
2.618 8,956
4.250 8,509
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 9,879 9,980
PP 9,845 9,958
S1 9,810 9,936

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

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