mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 10,173 10,058 -115 -1.1% 10,087
High 10,218 10,152 -66 -0.6% 10,218
Low 10,027 9,918 -109 -1.1% 9,703
Close 10,069 9,962 -107 -1.1% 10,069
Range 191 234 43 22.5% 515
ATR 245 244 -1 -0.3% 0
Volume 791 366 -425 -53.7% 2,900
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,713 10,571 10,091
R3 10,479 10,337 10,026
R2 10,245 10,245 10,005
R1 10,103 10,103 9,984 10,057
PP 10,011 10,011 10,011 9,988
S1 9,869 9,869 9,941 9,823
S2 9,777 9,777 9,919
S3 9,543 9,635 9,898
S4 9,309 9,401 9,833
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 5.2% 273 2.7% 50% False False 529
10 10,639 9,703 936 9.4% 264 2.6% 28% False False 410
20 11,053 9,703 1,350 13.6% 294 3.0% 19% False False 299
40 11,144 9,703 1,441 14.5% 205 2.1% 18% False False 179
60 11,144 9,703 1,441 14.5% 153 1.5% 18% False False 124
80 11,144 9,703 1,441 14.5% 122 1.2% 18% False False 95
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 66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,147
2.618 10,765
1.618 10,531
1.000 10,386
0.618 10,297
HIGH 10,152
0.618 10,063
0.500 10,035
0.382 10,008
LOW 9,918
0.618 9,774
1.000 9,684
1.618 9,540
2.618 9,306
4.250 8,924
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 10,035 9,997
PP 10,011 9,985
S1 9,986 9,974

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

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