mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 10,087 9,932 -155 -1.5% 10,516
High 10,121 9,982 -139 -1.4% 10,639
Low 9,980 9,703 -277 -2.8% 9,830
Close 9,986 9,968 -18 -0.2% 10,103
Range 141 279 138 97.9% 809
ATR 232 235 4 1.6% 0
Volume 619 244 -375 -60.6% 965
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 10,721 10,624 10,122
R3 10,442 10,345 10,045
R2 10,163 10,163 10,019
R1 10,066 10,066 9,994 10,115
PP 9,884 9,884 9,884 9,909
S1 9,787 9,787 9,943 9,836
S2 9,605 9,605 9,917
S3 9,326 9,508 9,891
S4 9,047 9,229 9,815
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 10,448 9,703 745 7.5% 264 2.6% 36% False True 303
10 10,859 9,703 1,156 11.6% 248 2.5% 23% False True 234
20 11,096 9,703 1,393 14.0% 272 2.7% 19% False True 192
40 11,144 9,703 1,441 14.5% 183 1.8% 18% False True 121
60 11,144 9,703 1,441 14.5% 135 1.4% 18% False True 84
80 11,144 9,703 1,441 14.5% 108 1.1% 18% False True 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,168
2.618 10,713
1.618 10,434
1.000 10,261
0.618 10,155
HIGH 9,982
0.618 9,876
0.500 9,843
0.382 9,810
LOW 9,703
0.618 9,531
1.000 9,424
1.618 9,252
2.618 8,973
4.250 8,517
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 9,926 9,950
PP 9,884 9,931
S1 9,843 9,913

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

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