mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 10,200 10,387 187 1.8% 9,924
High 10,410 10,429 19 0.2% 10,215
Low 10,190 10,321 131 1.3% 9,673
Close 10,391 10,403 12 0.1% 10,197
Range 220 108 -112 -50.9% 542
ATR 236 227 -9 -3.9% 0
Volume 42,438 32,904 -9,534 -22.5% 879,774
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,708 10,664 10,463
R3 10,600 10,556 10,433
R2 10,492 10,492 10,423
R1 10,448 10,448 10,413 10,470
PP 10,384 10,384 10,384 10,396
S1 10,340 10,340 10,393 10,362
S2 10,276 10,276 10,383
S3 10,168 10,232 10,373
S4 10,060 10,124 10,344
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 10,429 9,869 560 5.4% 185 1.8% 95% True False 89,624
10 10,429 9,673 756 7.3% 214 2.1% 97% True False 127,048
20 10,507 9,673 834 8.0% 242 2.3% 88% False False 159,755
40 11,206 9,673 1,533 14.7% 243 2.3% 48% False False 167,900
60 11,206 9,673 1,533 14.7% 193 1.9% 48% False False 148,835
80 11,206 9,673 1,533 14.7% 170 1.6% 48% False False 120,675
100 11,206 9,673 1,533 14.7% 168 1.6% 48% False False 96,570
120 11,206 9,673 1,533 14.7% 159 1.5% 48% False False 80,486
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 10,888
2.618 10,712
1.618 10,604
1.000 10,537
0.618 10,496
HIGH 10,429
0.618 10,388
0.500 10,375
0.382 10,362
LOW 10,321
0.618 10,254
1.000 10,213
1.618 10,146
2.618 10,038
4.250 9,862
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 10,394 10,371
PP 10,384 10,339
S1 10,375 10,308

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

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