mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 10,080 9,801 -279 -2.8% 10,426
High 10,118 9,869 -249 -2.5% 10,536
Low 9,749 9,691 -58 -0.6% 10,020
Close 9,797 9,716 -81 -0.8% 10,104
Range 369 178 -191 -51.8% 516
ATR 203 201 -2 -0.9% 0
Volume 118,031 201,186 83,155 70.5% 741,600
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,293 10,182 9,814
R3 10,115 10,004 9,765
R2 9,937 9,937 9,749
R1 9,826 9,826 9,732 9,793
PP 9,759 9,759 9,759 9,742
S1 9,648 9,648 9,700 9,615
S2 9,581 9,581 9,683
S3 9,403 9,470 9,667
S4 9,225 9,292 9,618
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 10,268 9,691 577 5.9% 194 2.0% 4% False True 160,294
10 10,536 9,691 845 8.7% 177 1.8% 3% False True 153,364
20 10,536 9,610 926 9.5% 194 2.0% 11% False False 102,160
40 10,859 9,610 1,249 12.9% 243 2.5% 8% False False 51,243
60 11,144 9,610 1,534 15.8% 204 2.1% 7% False False 34,182
80 11,144 9,610 1,534 15.8% 166 1.7% 7% False False 25,640
100 11,144 9,610 1,534 15.8% 139 1.4% 7% False False 20,514
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 52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,626
2.618 10,335
1.618 10,157
1.000 10,047
0.618 9,979
HIGH 9,869
0.618 9,801
0.500 9,780
0.382 9,759
LOW 9,691
0.618 9,581
1.000 9,513
1.618 9,403
2.618 9,225
4.250 8,935
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 9,780 9,918
PP 9,759 9,850
S1 9,737 9,783

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

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