mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 10,058 9,956 -102 -1.0% 10,087
High 10,152 10,188 36 0.4% 10,218
Low 9,918 9,945 27 0.3% 9,703
Close 9,962 10,174 212 2.1% 10,069
Range 234 243 9 3.8% 515
ATR 244 244 0 0.0% 0
Volume 366 600 234 63.9% 2,900
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,831 10,746 10,308
R3 10,588 10,503 10,241
R2 10,345 10,345 10,219
R1 10,260 10,260 10,196 10,303
PP 10,102 10,102 10,102 10,124
S1 10,017 10,017 10,152 10,060
S2 9,859 9,859 10,130
S3 9,616 9,774 10,107
S4 9,373 9,531 10,040
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 9,775 443 4.4% 266 2.6% 90% False False 600
10 10,448 9,703 745 7.3% 265 2.6% 63% False False 451
20 10,859 9,703 1,156 11.4% 292 2.9% 41% False False 326
40 11,144 9,703 1,441 14.2% 209 2.1% 33% False False 193
60 11,144 9,703 1,441 14.2% 157 1.5% 33% False False 134
80 11,144 9,703 1,441 14.2% 125 1.2% 33% False False 102
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 59
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,221
2.618 10,824
1.618 10,581
1.000 10,431
0.618 10,338
HIGH 10,188
0.618 10,095
0.500 10,067
0.382 10,038
LOW 9,945
0.618 9,795
1.000 9,702
1.618 9,552
2.618 9,309
4.250 8,912
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 10,138 10,139
PP 10,102 10,103
S1 10,067 10,068

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

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