mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 10,181 9,811 -370 -3.6% 10,058
High 10,227 9,914 -313 -3.1% 10,245
Low 9,824 9,736 -88 -0.9% 9,824
Close 9,888 9,736 -152 -1.5% 9,888
Range 403 178 -225 -55.8% 421
ATR 248 243 -5 -2.0% 0
Volume 784 1,199 415 52.9% 2,143
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,329 10,211 9,834
R3 10,151 10,033 9,785
R2 9,973 9,973 9,769
R1 9,855 9,855 9,752 9,825
PP 9,795 9,795 9,795 9,781
S1 9,677 9,677 9,720 9,647
S2 9,617 9,617 9,703
S3 9,439 9,499 9,687
S4 9,261 9,321 9,638
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,249 10,989 10,120
R3 10,828 10,568 10,004
R2 10,407 10,407 9,965
R1 10,147 10,147 9,927 10,067
PP 9,986 9,986 9,986 9,945
S1 9,726 9,726 9,850 9,646
S2 9,565 9,565 9,811
S3 9,144 9,305 9,772
S4 8,723 8,884 9,657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,245 9,736 509 5.2% 239 2.5% 0% False True 668
10 10,245 9,703 542 5.6% 247 2.5% 6% False False 624
20 10,859 9,703 1,156 11.9% 253 2.6% 3% False False 415
40 11,144 9,703 1,441 14.8% 220 2.3% 2% False False 249
60 11,144 9,703 1,441 14.8% 168 1.7% 2% False False 173
80 11,144 9,703 1,441 14.8% 132 1.4% 2% False False 132
100 11,144 9,703 1,441 14.8% 111 1.1% 2% False False 106
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 False
Stretch 57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,671
2.618 10,380
1.618 10,202
1.000 10,092
0.618 10,024
HIGH 9,914
0.618 9,846
0.500 9,825
0.382 9,804
LOW 9,736
0.618 9,626
1.000 9,558
1.618 9,448
2.618 9,270
4.250 8,980
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 9,825 9,991
PP 9,795 9,906
S1 9,766 9,821

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

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