mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 9,801 9,702 -99 -1.0% 10,426
High 9,869 9,738 -131 -1.3% 10,536
Low 9,691 9,561 -130 -1.3% 10,020
Close 9,716 9,662 -54 -0.6% 10,104
Range 178 177 -1 -0.6% 516
ATR 201 200 -2 -0.9% 0
Volume 201,186 166,321 -34,865 -17.3% 741,600
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,185 10,100 9,759
R3 10,008 9,923 9,711
R2 9,831 9,831 9,695
R1 9,746 9,746 9,678 9,700
PP 9,654 9,654 9,654 9,631
S1 9,569 9,569 9,646 9,523
S2 9,477 9,477 9,630
S3 9,300 9,392 9,613
S4 9,123 9,215 9,565
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 10,144 9,561 583 6.0% 189 2.0% 17% False True 162,557
10 10,536 9,561 975 10.1% 179 1.9% 10% False True 155,209
20 10,536 9,561 975 10.1% 196 2.0% 10% False True 110,456
40 10,859 9,561 1,298 13.4% 244 2.5% 8% False True 55,397
60 11,144 9,561 1,583 16.4% 205 2.1% 6% False True 36,953
80 11,144 9,561 1,583 16.4% 168 1.7% 6% False True 27,719
100 11,144 9,561 1,583 16.4% 140 1.5% 6% False True 22,177
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 50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,490
2.618 10,202
1.618 10,025
1.000 9,915
0.618 9,848
HIGH 9,738
0.618 9,671
0.500 9,650
0.382 9,629
LOW 9,561
0.618 9,452
1.000 9,384
1.618 9,275
2.618 9,098
4.250 8,809
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 9,658 9,840
PP 9,654 9,780
S1 9,650 9,721

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

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