mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 10,084 10,151 67 0.7% 9,811
High 10,156 10,270 114 1.1% 10,156
Low 10,012 10,125 113 1.1% 9,610
Close 10,138 10,141 3 0.0% 10,138
Range 144 145 1 0.7% 546
ATR 239 232 -7 -2.8% 0
Volume 71,640 127,181 55,541 77.5% 92,099
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,614 10,522 10,221
R3 10,469 10,377 10,181
R2 10,324 10,324 10,168
R1 10,232 10,232 10,154 10,206
PP 10,179 10,179 10,179 10,165
S1 10,087 10,087 10,128 10,061
S2 10,034 10,034 10,115
S3 9,889 9,942 10,101
S4 9,744 9,797 10,061
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 10,270 9,610 660 6.5% 213 2.1% 80% True False 43,616
10 10,270 9,610 660 6.5% 226 2.2% 80% True False 22,142
20 10,639 9,610 1,029 10.1% 245 2.4% 52% False False 11,264
40 11,144 9,610 1,534 15.1% 234 2.3% 35% False False 5,695
60 11,144 9,610 1,534 15.1% 183 1.8% 35% False False 3,807
80 11,144 9,610 1,534 15.1% 142 1.4% 35% False False 2,857
100 11,144 9,610 1,534 15.1% 121 1.2% 35% False False 2,287
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,886
2.618 10,650
1.618 10,505
1.000 10,415
0.618 10,360
HIGH 10,270
0.618 10,215
0.500 10,198
0.382 10,181
LOW 10,125
0.618 10,036
1.000 9,980
1.618 9,891
2.618 9,746
4.250 9,509
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 10,198 10,108
PP 10,179 10,075
S1 10,160 10,043

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

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