mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 9,982 10,087 105 1.1% 10,516
High 10,122 10,121 -1 0.0% 10,639
Low 9,830 9,980 150 1.5% 9,830
Close 10,103 9,986 -117 -1.2% 10,103
Range 292 141 -151 -51.7% 809
ATR 239 232 -7 -2.9% 0
Volume 372 619 247 66.4% 965
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 10,452 10,360 10,064
R3 10,311 10,219 10,025
R2 10,170 10,170 10,012
R1 10,078 10,078 9,999 10,054
PP 10,029 10,029 10,029 10,017
S1 9,937 9,937 9,973 9,913
S2 9,888 9,888 9,960
S3 9,747 9,796 9,947
S4 9,606 9,655 9,909
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 12,618 12,169 10,548
R3 11,809 11,360 10,326
R2 11,000 11,000 10,251
R1 10,551 10,551 10,177 10,371
PP 10,191 10,191 10,191 10,101
S1 9,742 9,742 10,029 9,562
S2 9,382 9,382 9,955
S3 8,573 8,933 9,881
S4 7,764 8,124 9,658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,639 9,830 809 8.1% 255 2.6% 19% False False 292
10 10,859 9,830 1,029 10.3% 241 2.4% 15% False False 229
20 11,105 9,804 1,301 13.0% 270 2.7% 14% False False 182
40 11,144 9,804 1,340 13.4% 178 1.8% 14% False False 116
60 11,144 9,804 1,340 13.4% 130 1.3% 14% False False 80
80 11,144 9,775 1,369 13.7% 105 1.0% 15% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10,720
2.618 10,490
1.618 10,349
1.000 10,262
0.618 10,208
HIGH 10,121
0.618 10,067
0.500 10,051
0.382 10,034
LOW 9,980
0.618 9,893
1.000 9,839
1.618 9,752
2.618 9,611
4.250 9,381
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 10,051 10,112
PP 10,029 10,070
S1 10,008 10,028

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

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