mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 9,872 10,173 301 3.0% 10,087
High 10,193 10,218 25 0.2% 10,218
Low 9,775 10,027 252 2.6% 9,703
Close 10,178 10,069 -109 -1.1% 10,069
Range 418 191 -227 -54.3% 515
ATR 249 245 -4 -1.7% 0
Volume 712 791 79 11.1% 2,900
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 10,678 10,564 10,174
R3 10,487 10,373 10,122
R2 10,296 10,296 10,104
R1 10,182 10,182 10,087 10,144
PP 10,105 10,105 10,105 10,085
S1 9,991 9,991 10,052 9,953
S2 9,914 9,914 10,034
S3 9,723 9,800 10,017
S4 9,532 9,609 9,964
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 11,542 11,320 10,352
R3 11,027 10,805 10,211
R2 10,512 10,512 10,164
R1 10,290 10,290 10,116 10,144
PP 9,997 9,997 9,997 9,923
S1 9,775 9,775 10,022 9,629
S2 9,482 9,482 9,975
S3 8,967 9,260 9,928
S4 8,452 8,745 9,786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,218 9,703 515 5.1% 254 2.5% 71% True False 580
10 10,639 9,703 936 9.3% 263 2.6% 39% False False 386
20 11,070 9,703 1,367 13.6% 291 2.9% 27% False False 284
40 11,144 9,703 1,441 14.3% 200 2.0% 25% False False 170
60 11,144 9,703 1,441 14.3% 149 1.5% 25% False False 118
80 11,144 9,703 1,441 14.3% 119 1.2% 25% False False 90
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 63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,030
2.618 10,718
1.618 10,527
1.000 10,409
0.618 10,336
HIGH 10,218
0.618 10,145
0.500 10,123
0.382 10,100
LOW 10,027
0.618 9,909
1.000 9,836
1.618 9,718
2.618 9,527
4.250 9,215
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 10,123 10,045
PP 10,105 10,021
S1 10,087 9,997

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

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