mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 10,349 10,373 24 0.2% 10,151
High 10,407 10,423 16 0.2% 10,423
Low 10,258 10,347 89 0.9% 10,125
Close 10,376 10,373 -3 0.0% 10,373
Range 149 76 -73 -49.0% 298
ATR 217 207 -10 -4.6% 0
Volume 147,867 168,086 20,219 13.7% 732,235
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,609 10,567 10,415
R3 10,533 10,491 10,394
R2 10,457 10,457 10,387
R1 10,415 10,415 10,380 10,411
PP 10,381 10,381 10,381 10,379
S1 10,339 10,339 10,366 10,335
S2 10,305 10,305 10,359
S3 10,229 10,263 10,352
S4 10,153 10,187 10,331
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,201 11,085 10,537
R3 10,903 10,787 10,455
R2 10,605 10,605 10,428
R1 10,489 10,489 10,400 10,547
PP 10,307 10,307 10,307 10,336
S1 10,191 10,191 10,346 10,249
S2 10,009 10,009 10,318
S3 9,711 9,893 10,291
S4 9,413 9,595 10,209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,423 10,125 298 2.9% 139 1.3% 83% True False 146,447
10 10,423 9,610 813 7.8% 180 1.7% 94% True False 82,433
20 10,423 9,610 813 7.8% 219 2.1% 94% True False 41,487
40 11,144 9,610 1,534 14.8% 238 2.3% 50% False False 20,813
60 11,144 9,610 1,534 14.8% 186 1.8% 50% False False 13,890
80 11,144 9,610 1,534 14.8% 147 1.4% 50% False False 10,420
100 11,144 9,610 1,534 14.8% 126 1.2% 50% False False 8,337
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 49
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 10,746
2.618 10,622
1.618 10,546
1.000 10,499
0.618 10,470
HIGH 10,423
0.618 10,394
0.500 10,385
0.382 10,376
LOW 10,347
0.618 10,300
1.000 10,271
1.618 10,224
2.618 10,148
4.250 10,024
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 10,385 10,362
PP 10,381 10,351
S1 10,377 10,341

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

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