mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 10,392 10,233 -159 -1.5% 10,151
High 10,449 10,309 -140 -1.3% 10,423
Low 10,223 10,166 -57 -0.6% 10,125
Close 10,233 10,239 6 0.1% 10,373
Range 226 143 -83 -36.7% 298
ATR 208 204 -5 -2.2% 0
Volume 141,783 159,221 17,438 12.3% 732,235
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,667 10,596 10,318
R3 10,524 10,453 10,278
R2 10,381 10,381 10,265
R1 10,310 10,310 10,252 10,346
PP 10,238 10,238 10,238 10,256
S1 10,167 10,167 10,226 10,203
S2 10,095 10,095 10,213
S3 9,952 10,024 10,200
S4 9,809 9,881 10,160
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 10,536 10,166 370 3.6% 159 1.6% 20% False True 146,434
10 10,536 9,815 721 7.0% 172 1.7% 59% False False 123,366
20 10,536 9,610 926 9.0% 212 2.1% 68% False False 62,236
40 11,096 9,610 1,486 14.5% 242 2.4% 42% False False 31,214
60 11,144 9,610 1,534 15.0% 193 1.9% 41% False False 20,826
80 11,144 9,610 1,534 15.0% 154 1.5% 41% False False 15,622
100 11,144 9,610 1,534 15.0% 129 1.3% 41% False False 12,499
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,917
2.618 10,683
1.618 10,540
1.000 10,452
0.618 10,397
HIGH 10,309
0.618 10,254
0.500 10,238
0.382 10,221
LOW 10,166
0.618 10,078
1.000 10,023
1.618 9,935
2.618 9,792
4.250 9,558
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 10,239 10,351
PP 10,238 10,314
S1 10,238 10,276

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

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