mini-sized Dow ($5) Future June 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	10,141	10,207	66	0.7%	9,924
High	10,215	10,330	115	1.1%	10,215
Low	10,070	10,186	116	1.2%	9,673
Close	10,197	10,201	4	0.0%	10,197
Range	145	144	-1	-0.7%	542
ATR	245	238	-7	-2.9%	0
Volume	128,962	61,845	-67,117	-52.0%	879,774

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,671	10,580	10,280
R3	10,527	10,436	10,241
R2	10,383	10,383	10,228
R1	10,292	10,292	10,214	10,266
PP	10,239	10,239	10,239	10,226
S1	10,148	10,148	10,188	10,122
S2	10,095	10,095	10,175
S3	9,951	10,004	10,162
S4	9,807	9,860	10,122

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,654	11,468	10,495
R3	11,112	10,926	10,346
R2	10,570	10,570	10,296
R1	10,384	10,384	10,247	10,477
PP	10,028	10,028	10,028	10,075
S1	9,842	9,842	10,147	9,935
S2	9,486	9,486	10,098
S3	8,944	9,300	10,048
S4	8,402	8,758	9,899

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,330	9,673	657	6.4%	215	2.1%	80%	True	False	149,816
10	10,330	9,673	657	6.4%	230	2.2%	80%	True	False	150,613
20	10,698	9,673	1,025	10.0%	249	2.4%	52%	False	False	176,344
40	11,206	9,673	1,533	15.0%	240	2.4%	34%	False	False	175,768
60	11,206	9,673	1,533	15.0%	192	1.9%	34%	False	False	151,469
80	11,206	9,673	1,533	15.0%	169	1.7%	34%	False	False	119,740
100	11,206	9,673	1,533	15.0%	170	1.7%	34%	False	False	95,820
120	11,206	9,673	1,533	15.0%	157	1.5%	34%	False	False	79,858

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	10,942
2.618	10,707
1.618	10,563
1.000	10,474
0.618	10,419
HIGH	10,330
0.618	10,275
0.500	10,258
0.382	10,241
LOW	10,186
0.618	10,097
1.000	10,042
1.618	9,953
2.618	9,809
4.250	9,574

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	10,258	10,167
PP	10,239	10,133
S1	10,220	10,100

Download as Excel Spreadsheet

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

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