mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 9,932 10,049 117 1.2% 10,516
High 9,982 10,102 120 1.2% 10,639
Low 9,703 9,861 158 1.6% 9,830
Close 9,968 9,864 -104 -1.0% 10,103
Range 279 241 -38 -13.6% 809
ATR 235 236 0 0.2% 0
Volume 244 534 290 118.9% 965
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 10,665 10,506 9,997
R3 10,424 10,265 9,930
R2 10,183 10,183 9,908
R1 10,024 10,024 9,886 9,983
PP 9,942 9,942 9,942 9,922
S1 9,783 9,783 9,842 9,742
S2 9,701 9,701 9,820
S3 9,460 9,542 9,798
S4 9,219 9,301 9,732
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 10,394 9,703 691 7.0% 273 2.8% 23% False False 391
10 10,859 9,703 1,156 11.7% 247 2.5% 14% False False 274
20 11,096 9,703 1,393 14.1% 278 2.8% 12% False False 215
40 11,144 9,703 1,441 14.6% 187 1.9% 11% False False 134
60 11,144 9,703 1,441 14.6% 139 1.4% 11% False False 93
80 11,144 9,703 1,441 14.6% 111 1.1% 11% False False 71
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,126
2.618 10,733
1.618 10,492
1.000 10,343
0.618 10,251
HIGH 10,102
0.618 10,010
0.500 9,982
0.382 9,953
LOW 9,861
0.618 9,712
1.000 9,620
1.618 9,471
2.618 9,230
4.250 8,837
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 9,982 9,912
PP 9,942 9,896
S1 9,903 9,880

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

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