mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 10,387 10,401 14 0.1% 9,924
High 10,429 10,461 32 0.3% 10,215
Low 10,321 10,318 -3 0.0% 9,673
Close 10,403 10,435 32 0.3% 10,197
Range 108 143 35 32.4% 542
ATR 227 221 -6 -2.6% 0
Volume 32,904 21,404 -11,500 -35.0% 879,774
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,834 10,777 10,514
R3 10,691 10,634 10,474
R2 10,548 10,548 10,461
R1 10,491 10,491 10,448 10,520
PP 10,405 10,405 10,405 10,419
S1 10,348 10,348 10,422 10,377
S2 10,262 10,262 10,409
S3 10,119 10,205 10,396
S4 9,976 10,062 10,356
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 10,461 10,070 391 3.7% 152 1.5% 93% True False 57,510
10 10,461 9,673 788 7.6% 214 2.0% 97% True False 116,274
20 10,461 9,673 788 7.6% 239 2.3% 97% True False 150,772
40 11,206 9,673 1,533 14.7% 245 2.3% 50% False False 165,777
60 11,206 9,673 1,533 14.7% 194 1.9% 50% False False 147,230
80 11,206 9,673 1,533 14.7% 170 1.6% 50% False False 120,941
100 11,206 9,673 1,533 14.7% 168 1.6% 50% False False 96,784
120 11,206 9,673 1,533 14.7% 159 1.5% 50% False False 80,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,069
2.618 10,835
1.618 10,692
1.000 10,604
0.618 10,549
HIGH 10,461
0.618 10,406
0.500 10,390
0.382 10,373
LOW 10,318
0.618 10,230
1.000 10,175
1.618 10,087
2.618 9,944
4.250 9,710
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 10,420 10,399
PP 10,405 10,362
S1 10,390 10,326

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

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