mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 10,825 10,700 -125 -1.2% 10,436
High 10,859 10,735 -124 -1.1% 10,859
Low 10,688 10,457 -231 -2.2% 10,402
Close 10,715 10,551 -164 -1.5% 10,551
Range 171 278 107 62.6% 457
ATR 217 222 4 2.0% 0
Volume 284 96 -188 -66.2% 1,105
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 11,415 11,261 10,704
R3 11,137 10,983 10,628
R2 10,859 10,859 10,602
R1 10,705 10,705 10,577 10,643
PP 10,581 10,581 10,581 10,550
S1 10,427 10,427 10,526 10,365
S2 10,303 10,303 10,500
S3 10,025 10,149 10,475
S4 9,747 9,871 10,398
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 11,975 11,720 10,802
R3 11,518 11,263 10,677
R2 11,061 11,061 10,635
R1 10,806 10,806 10,593 10,934
PP 10,604 10,604 10,604 10,668
S1 10,349 10,349 10,509 10,477
S2 10,147 10,147 10,467
S3 9,690 9,892 10,425
S4 9,233 9,435 10,300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,859 10,402 457 4.3% 248 2.4% 33% False False 221
10 11,070 9,804 1,266 12.0% 319 3.0% 59% False False 182
20 11,144 9,804 1,340 12.7% 224 2.1% 56% False False 127
40 11,144 9,804 1,340 12.7% 153 1.4% 56% False False 79
60 11,144 9,804 1,340 12.7% 107 1.0% 56% False False 55
80 11,144 9,775 1,369 13.0% 90 0.9% 57% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,917
2.618 11,463
1.618 11,185
1.000 11,013
0.618 10,907
HIGH 10,735
0.618 10,629
0.500 10,596
0.382 10,563
LOW 10,457
0.618 10,285
1.000 10,179
1.618 10,007
2.618 9,729
4.250 9,276
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 10,596 10,658
PP 10,581 10,622
S1 10,566 10,587

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

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