mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 10,236 10,096 -140 -1.4% 10,426
High 10,268 10,141 -127 -1.2% 10,536
Low 10,068 10,020 -48 -0.5% 10,020
Close 10,099 10,104 5 0.0% 10,104
Range 200 121 -79 -39.5% 516
ATR 203 197 -6 -2.9% 0
Volume 155,006 170,376 15,370 9.9% 741,600
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,451 10,399 10,171
R3 10,330 10,278 10,137
R2 10,209 10,209 10,126
R1 10,157 10,157 10,115 10,183
PP 10,088 10,088 10,088 10,102
S1 10,036 10,036 10,093 10,062
S2 9,967 9,967 10,082
S3 9,846 9,915 10,071
S4 9,725 9,794 10,038
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,768 11,452 10,388
R3 11,252 10,936 10,246
R2 10,736 10,736 10,199
R1 10,420 10,420 10,151 10,320
PP 10,220 10,220 10,220 10,170
S1 9,904 9,904 10,057 9,804
S2 9,704 9,704 10,010
S3 9,188 9,388 9,962
S4 8,672 8,872 9,820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,536 10,020 516 5.1% 179 1.8% 16% False True 148,320
10 10,536 10,020 516 5.1% 159 1.6% 16% False True 147,383
20 10,536 9,610 926 9.2% 195 1.9% 53% False False 78,443
40 11,096 9,610 1,486 14.7% 243 2.4% 33% False False 39,345
60 11,144 9,610 1,534 15.2% 195 1.9% 32% False False 26,248
80 11,144 9,610 1,534 15.2% 158 1.6% 32% False False 19,689
100 11,144 9,610 1,534 15.2% 132 1.3% 32% False False 15,753
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,655
2.618 10,458
1.618 10,337
1.000 10,262
0.618 10,216
HIGH 10,141
0.618 10,095
0.500 10,081
0.382 10,066
LOW 10,020
0.618 9,945
1.000 9,899
1.618 9,824
2.618 9,703
4.250 9,506
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 10,096 10,165
PP 10,088 10,144
S1 10,081 10,124

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

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