mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 9,846 10,084 238 2.4% 9,811
High 10,119 10,156 37 0.4% 10,156
Low 9,815 10,012 197 2.0% 9,610
Close 10,087 10,138 51 0.5% 10,138
Range 304 144 -160 -52.6% 546
ATR 246 239 -7 -3.0% 0
Volume 13,567 71,640 58,073 428.0% 92,099
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,534 10,480 10,217
R3 10,390 10,336 10,178
R2 10,246 10,246 10,165
R1 10,192 10,192 10,151 10,219
PP 10,102 10,102 10,102 10,116
S1 10,048 10,048 10,125 10,075
S2 9,958 9,958 10,112
S3 9,814 9,904 10,099
S4 9,670 9,760 10,059
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,606 11,418 10,438
R3 11,060 10,872 10,288
R2 10,514 10,514 10,238
R1 10,326 10,326 10,188 10,420
PP 9,968 9,968 9,968 10,015
S1 9,780 9,780 10,088 9,874
S2 9,422 9,422 10,038
S3 8,876 9,234 9,988
S4 8,330 8,688 9,838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,156 9,610 546 5.4% 220 2.2% 97% True False 18,419
10 10,245 9,610 635 6.3% 231 2.3% 83% False False 9,503
20 10,735 9,610 1,125 11.1% 251 2.5% 47% False False 4,910
40 11,144 9,610 1,534 15.1% 235 2.3% 34% False False 2,517
60 11,144 9,610 1,534 15.1% 182 1.8% 34% False False 1,688
80 11,144 9,610 1,534 15.1% 140 1.4% 34% False False 1,267
100 11,144 9,610 1,534 15.1% 119 1.2% 34% False False 1,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 59
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,768
2.618 10,533
1.618 10,389
1.000 10,300
0.618 10,245
HIGH 10,156
0.618 10,101
0.500 10,084
0.382 10,067
LOW 10,012
0.618 9,923
1.000 9,868
1.618 9,779
2.618 9,635
4.250 9,400
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 10,120 10,085
PP 10,102 10,032
S1 10,084 9,979

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

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