mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 10,436 10,697 261 2.5% 10,940
High 10,732 10,782 50 0.5% 11,070
Low 10,402 10,570 168 1.6% 9,804
Close 10,683 10,652 -31 -0.3% 10,281
Range 330 212 -118 -35.8% 1,266
ATR 219 219 -1 -0.2% 0
Volume 394 199 -195 -49.5% 716
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 11,304 11,190 10,769
R3 11,092 10,978 10,710
R2 10,880 10,880 10,691
R1 10,766 10,766 10,672 10,717
PP 10,668 10,668 10,668 10,644
S1 10,554 10,554 10,633 10,505
S2 10,456 10,456 10,613
S3 10,244 10,342 10,594
S4 10,032 10,130 10,536
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 14,183 13,498 10,977
R3 12,917 12,232 10,629
R2 11,651 11,651 10,513
R1 10,966 10,966 10,397 10,676
PP 10,385 10,385 10,385 10,240
S1 9,700 9,700 10,165 9,410
S2 9,119 9,119 10,049
S3 7,853 8,434 9,933
S4 6,587 7,168 9,585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,852 9,804 1,048 9.8% 407 3.8% 81% False False 237
10 11,096 9,804 1,292 12.1% 296 2.8% 66% False False 151
20 11,144 9,804 1,340 12.6% 206 1.9% 63% False False 107
40 11,144 9,804 1,340 12.6% 140 1.3% 63% False False 67
60 11,144 9,804 1,340 12.6% 98 0.9% 63% False False 47
80 11,144 9,775 1,369 12.9% 82 0.8% 64% False False 36
Crabel Price Patterns
NR True
NR4 True
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 43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,683
2.618 11,337
1.618 11,125
1.000 10,994
0.618 10,913
HIGH 10,782
0.618 10,701
0.500 10,676
0.382 10,651
LOW 10,570
0.618 10,439
1.000 10,358
1.618 10,227
2.618 10,015
4.250 9,669
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 10,676 10,590
PP 10,668 10,528
S1 10,660 10,466

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

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