mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 9,702 9,660 -42 -0.4% 10,104
High 9,738 9,753 15 0.2% 10,144
Low 9,561 9,552 -9 -0.1% 9,552
Close 9,662 9,596 -66 -0.7% 9,596
Range 177 201 24 13.6% 592
ATR 200 200 0 0.0% 0
Volume 166,321 220,123 53,802 32.3% 862,534
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,237 10,117 9,707
R3 10,036 9,916 9,651
R2 9,835 9,835 9,633
R1 9,715 9,715 9,615 9,675
PP 9,634 9,634 9,634 9,613
S1 9,514 9,514 9,578 9,474
S2 9,433 9,433 9,559
S3 9,232 9,313 9,541
S4 9,031 9,112 9,486
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,540 11,160 9,922
R3 10,948 10,568 9,759
R2 10,356 10,356 9,705
R1 9,976 9,976 9,650 9,870
PP 9,764 9,764 9,764 9,711
S1 9,384 9,384 9,542 9,278
S2 9,172 9,172 9,488
S3 8,580 8,792 9,433
S4 7,988 8,200 9,271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,144 9,552 592 6.2% 205 2.1% 7% False True 172,506
10 10,536 9,552 984 10.3% 192 2.0% 4% False True 160,413
20 10,536 9,552 984 10.3% 186 1.9% 4% False True 121,423
40 10,859 9,552 1,307 13.6% 224 2.3% 3% False True 60,897
60 11,144 9,552 1,592 16.6% 207 2.2% 3% False True 40,620
80 11,144 9,552 1,592 16.6% 171 1.8% 3% False True 30,471
100 11,144 9,552 1,592 16.6% 142 1.5% 3% False True 24,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,607
2.618 10,279
1.618 10,078
1.000 9,954
0.618 9,877
HIGH 9,753
0.618 9,676
0.500 9,653
0.382 9,629
LOW 9,552
0.618 9,428
1.000 9,351
1.618 9,227
2.618 9,026
4.250 8,698
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 9,653 9,711
PP 9,634 9,672
S1 9,615 9,634

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

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