mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 10,136 10,334 198 2.0% 9,811
High 10,350 10,370 20 0.2% 10,156
Low 10,132 10,262 130 1.3% 9,610
Close 10,332 10,344 12 0.1% 10,138
Range 218 108 -110 -50.5% 546
ATR 231 223 -9 -3.8% 0
Volume 136,726 152,375 15,649 11.4% 92,099
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,649 10,605 10,404
R3 10,541 10,497 10,374
R2 10,433 10,433 10,364
R1 10,389 10,389 10,354 10,411
PP 10,325 10,325 10,325 10,337
S1 10,281 10,281 10,334 10,303
S2 10,217 10,217 10,324
S3 10,109 10,173 10,314
S4 10,001 10,065 10,285
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 10,370 9,815 555 5.4% 184 1.8% 95% True False 100,297
10 10,370 9,610 760 7.3% 211 2.0% 97% True False 50,955
20 10,448 9,610 838 8.1% 238 2.3% 88% False False 25,703
40 11,144 9,610 1,534 14.8% 238 2.3% 48% False False 12,919
60 11,144 9,610 1,534 14.8% 185 1.8% 48% False False 8,625
80 11,144 9,610 1,534 14.8% 146 1.4% 48% False False 6,471
100 11,144 9,610 1,534 14.8% 124 1.2% 48% False False 5,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 10,829
2.618 10,653
1.618 10,545
1.000 10,478
0.618 10,437
HIGH 10,370
0.618 10,329
0.500 10,316
0.382 10,303
LOW 10,262
0.618 10,195
1.000 10,154
1.618 10,087
2.618 9,979
4.250 9,803
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 10,335 10,312
PP 10,325 10,280
S1 10,316 10,248

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

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