mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 10,207 10,200 -7 -0.1% 9,924
High 10,330 10,410 80 0.8% 10,215
Low 10,186 10,190 4 0.0% 9,673
Close 10,201 10,391 190 1.9% 10,197
Range 144 220 76 52.8% 542
ATR 238 236 -1 -0.5% 0
Volume 61,845 42,438 -19,407 -31.4% 879,774
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,990 10,911 10,512
R3 10,770 10,691 10,452
R2 10,550 10,550 10,431
R1 10,471 10,471 10,411 10,511
PP 10,330 10,330 10,330 10,350
S1 10,251 10,251 10,371 10,291
S2 10,110 10,110 10,351
S3 9,890 10,031 10,331
S4 9,670 9,811 10,270
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 10,410 9,857 553 5.3% 204 2.0% 97% True False 126,132
10 10,410 9,673 737 7.1% 228 2.2% 97% True False 140,136
20 10,698 9,673 1,025 9.9% 248 2.4% 70% False False 168,030
40 11,206 9,673 1,533 14.8% 242 2.3% 47% False False 171,006
60 11,206 9,673 1,533 14.8% 194 1.9% 47% False False 150,408
80 11,206 9,673 1,533 14.8% 170 1.6% 47% False False 120,269
100 11,206 9,673 1,533 14.8% 170 1.6% 47% False False 96,243
120 11,206 9,673 1,533 14.8% 158 1.5% 47% False False 80,212
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,345
2.618 10,986
1.618 10,766
1.000 10,630
0.618 10,546
HIGH 10,410
0.618 10,326
0.500 10,300
0.382 10,274
LOW 10,190
0.618 10,054
1.000 9,970
1.618 9,834
2.618 9,614
4.250 9,255
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 10,361 10,341
PP 10,330 10,290
S1 10,300 10,240

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

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