mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 9,950 9,900 -50 -0.5% 10,473
High 10,058 10,021 -37 -0.4% 10,552
Low 9,933 9,805 -128 -1.3% 9,805
Close 9,937 10,041 104 1.0% 10,041
Range 125 216 91 72.8% 747
ATR 160 164 4 2.5% 0
Volume 5 1 -4 -80.0% 18
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 10,604 10,538 10,160
R3 10,388 10,322 10,101
R2 10,172 10,172 10,081
R1 10,106 10,106 10,061 10,139
PP 9,956 9,956 9,956 9,972
S1 9,890 9,890 10,021 9,923
S2 9,740 9,740 10,002
S3 9,524 9,674 9,982
S4 9,308 9,458 9,922
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 12,374 11,954 10,452
R3 11,627 11,207 10,247
R2 10,880 10,880 10,178
R1 10,460 10,460 10,110 10,297
PP 10,133 10,133 10,133 10,051
S1 9,713 9,713 9,973 9,550
S2 9,386 9,386 9,904
S3 8,639 8,966 9,836
S4 7,892 8,219 9,630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,552 9,805 747 7.4% 134 1.3% 32% False True 3
10 10,743 9,805 938 9.3% 132 1.3% 25% False True 3
20 11,033 9,805 1,228 12.2% 117 1.2% 19% False True 2
40 11,033 9,805 1,228 12.2% 72 0.7% 19% False True 1
60 11,033 9,805 1,228 12.2% 50 0.5% 19% False True 3
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 16
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10,939
2.618 10,587
1.618 10,371
1.000 10,237
0.618 10,155
HIGH 10,021
0.618 9,939
0.500 9,913
0.382 9,888
LOW 9,805
0.618 9,672
1.000 9,589
1.618 9,456
2.618 9,240
4.250 8,887
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 9,998 10,046
PP 9,956 10,044
S1 9,913 10,043

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

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