mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 9,798 9,920 122 1.2% 10,126
High 9,947 10,058 111 1.1% 10,307
Low 9,673 9,857 184 1.9% 9,880
Close 9,914 9,903 -11 -0.1% 9,946
Range 274 201 -73 -26.6% 427
ATR 252 248 -4 -1.4% 0
Volume 160,858 215,444 54,586 33.9% 564,516
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,542 10,424 10,014
R3 10,341 10,223 9,958
R2 10,140 10,140 9,940
R1 10,022 10,022 9,922 9,981
PP 9,939 9,939 9,939 9,919
S1 9,821 9,821 9,885 9,780
S2 9,738 9,738 9,866
S3 9,537 9,620 9,848
S4 9,336 9,419 9,793
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% 243 2.4% 36% False False 164,472
10 10,307 9,673 634 6.4% 256 2.6% 36% False False 165,789
20 10,917 9,673 1,244 12.6% 255 2.6% 18% False False 180,384
40 11,206 9,673 1,533 15.5% 234 2.4% 15% False False 174,300
60 11,206 9,673 1,533 15.5% 186 1.9% 15% False False 150,567
80 11,206 9,673 1,533 15.5% 166 1.7% 15% False False 115,089
100 11,206 9,673 1,533 15.5% 168 1.7% 15% False False 92,095
120 11,206 9,673 1,533 15.5% 154 1.6% 15% False False 76,752
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 67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,912
2.618 10,584
1.618 10,383
1.000 10,259
0.618 10,182
HIGH 10,058
0.618 9,981
0.500 9,958
0.382 9,934
LOW 9,857
0.618 9,733
1.000 9,656
1.618 9,532
2.618 9,331
4.250 9,003
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 9,958 9,891
PP 9,939 9,878
S1 9,921 9,866

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

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