mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 10,334 10,349 15 0.1% 9,811
High 10,370 10,407 37 0.4% 10,156
Low 10,262 10,258 -4 0.0% 9,610
Close 10,344 10,376 32 0.3% 10,138
Range 108 149 41 38.0% 546
ATR 223 217 -5 -2.4% 0
Volume 152,375 147,867 -4,508 -3.0% 92,099
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,794 10,734 10,458
R3 10,645 10,585 10,417
R2 10,496 10,496 10,403
R1 10,436 10,436 10,390 10,466
PP 10,347 10,347 10,347 10,362
S1 10,287 10,287 10,362 10,317
S2 10,198 10,198 10,349
S3 10,049 10,138 10,335
S4 9,900 9,989 10,294
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 10,407 10,012 395 3.8% 153 1.5% 92% True False 127,157
10 10,407 9,610 797 7.7% 212 2.0% 96% True False 65,703
20 10,407 9,610 797 7.7% 236 2.3% 96% True False 33,092
40 11,144 9,610 1,534 14.8% 240 2.3% 50% False False 16,612
60 11,144 9,610 1,534 14.8% 186 1.8% 50% False False 11,089
80 11,144 9,610 1,534 14.8% 148 1.4% 50% False False 8,319
100 11,144 9,610 1,534 14.8% 126 1.2% 50% False False 6,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,040
2.618 10,797
1.618 10,648
1.000 10,556
0.618 10,499
HIGH 10,407
0.618 10,350
0.500 10,333
0.382 10,315
LOW 10,258
0.618 10,166
1.000 10,109
1.618 10,017
2.618 9,868
4.250 9,625
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 10,362 10,341
PP 10,347 10,305
S1 10,333 10,270

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

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