mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 9,980 10,090 110 1.1% 10,473
High 10,022 10,111 89 0.9% 10,552
Low 9,852 10,076 224 2.3% 9,805
Close 9,806 10,120 314 3.2% 10,041
Range 170 35 -135 -79.4% 747
ATR 151 162 11 7.3% 0
Volume 1 1 0 0.0% 18
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 10,207 10,199 10,139
R3 10,172 10,164 10,130
R2 10,137 10,137 10,127
R1 10,129 10,129 10,123 10,133
PP 10,102 10,102 10,102 10,105
S1 10,094 10,094 10,117 10,098
S2 10,067 10,067 10,114
S3 10,032 10,059 10,111
S4 9,997 10,024 10,101
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 10,111 9,805 306 3.0% 84 0.8% 103% True False 1
10 10,600 9,805 795 7.9% 106 1.0% 40% False False 2
20 11,033 9,805 1,228 12.1% 112 1.1% 26% False False 2
40 11,033 9,805 1,228 12.1% 77 0.8% 26% False False 1
60 11,033 9,805 1,228 12.1% 54 0.5% 26% False False 1
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 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,260
2.618 10,203
1.618 10,168
1.000 10,146
0.618 10,133
HIGH 10,111
0.618 10,098
0.500 10,094
0.382 10,089
LOW 10,076
0.618 10,054
1.000 10,041
1.618 10,019
2.618 9,984
4.250 9,927
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 10,111 10,074
PP 10,102 10,028
S1 10,094 9,982

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

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