mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 9,811 9,711 -100 -1.0% 10,058
High 9,914 9,888 -26 -0.3% 10,245
Low 9,736 9,610 -126 -1.3% 9,824
Close 9,736 9,855 119 1.2% 9,888
Range 178 278 100 56.2% 421
ATR 243 246 2 1.0% 0
Volume 1,199 2,259 1,060 88.4% 2,143
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,618 10,515 10,008
R3 10,340 10,237 9,932
R2 10,062 10,062 9,906
R1 9,959 9,959 9,881 10,011
PP 9,784 9,784 9,784 9,810
S1 9,681 9,681 9,830 9,733
S2 9,506 9,506 9,804
S3 9,228 9,403 9,779
S4 8,950 9,125 9,702
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 9,610 635 6.4% 248 2.5% 39% False True 1,047
10 10,245 9,610 635 6.4% 260 2.6% 39% False True 788
20 10,859 9,610 1,249 12.7% 251 2.5% 20% False True 508
40 11,144 9,610 1,534 15.6% 226 2.3% 16% False True 305
60 11,144 9,610 1,534 15.6% 173 1.8% 16% False True 211
80 11,144 9,610 1,534 15.6% 134 1.4% 16% False True 160
100 11,144 9,610 1,534 15.6% 114 1.2% 16% False True 128
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 63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,070
2.618 10,616
1.618 10,338
1.000 10,166
0.618 10,060
HIGH 9,888
0.618 9,782
0.500 9,749
0.382 9,716
LOW 9,610
0.618 9,438
1.000 9,332
1.618 9,160
2.618 8,882
4.250 8,429
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 9,820 9,919
PP 9,784 9,897
S1 9,749 9,876

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

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