mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 10,104 10,080 -24 -0.2% 10,426
High 10,144 10,118 -26 -0.3% 10,536
Low 10,043 9,749 -294 -2.9% 10,020
Close 10,088 9,797 -291 -2.9% 10,104
Range 101 369 268 265.3% 516
ATR 191 203 13 6.7% 0
Volume 156,873 118,031 -38,842 -24.8% 741,600
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,995 10,765 10,000
R3 10,626 10,396 9,899
R2 10,257 10,257 9,865
R1 10,027 10,027 9,831 9,958
PP 9,888 9,888 9,888 9,853
S1 9,658 9,658 9,763 9,589
S2 9,519 9,519 9,729
S3 9,150 9,289 9,696
S4 8,781 8,920 9,594
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 10,309 9,749 560 5.7% 187 1.9% 9% False True 151,901
10 10,536 9,749 787 8.0% 170 1.7% 6% False True 148,483
20 10,536 9,610 926 9.5% 197 2.0% 20% False False 92,130
40 11,053 9,610 1,443 14.7% 246 2.5% 13% False False 46,214
60 11,144 9,610 1,534 15.7% 202 2.1% 12% False False 30,829
80 11,144 9,610 1,534 15.7% 164 1.7% 12% False False 23,125
100 11,144 9,610 1,534 15.7% 137 1.4% 12% False False 18,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 11,686
2.618 11,084
1.618 10,715
1.000 10,487
0.618 10,346
HIGH 10,118
0.618 9,977
0.500 9,934
0.382 9,890
LOW 9,749
0.618 9,521
1.000 9,380
1.618 9,152
2.618 8,783
4.250 8,181
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 9,934 9,947
PP 9,888 9,897
S1 9,843 9,847

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

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