mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 10,374 10,184 -190 -1.8% 10,200
High 10,392 10,250 -142 -1.4% 10,345
Low 10,167 10,112 -55 -0.5% 10,194
Close 10,175 10,183 8 0.1% 10,313
Range 225 138 -87 -38.7% 151
ATR 144 144 0 -0.3% 0
Volume 44 101 57 129.5% 22
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,596 10,527 10,259
R3 10,458 10,389 10,221
R2 10,320 10,320 10,208
R1 10,251 10,251 10,196 10,217
PP 10,182 10,182 10,182 10,164
S1 10,113 10,113 10,170 10,079
S2 10,044 10,044 10,158
S3 9,906 9,975 10,145
S4 9,768 9,837 10,107
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,737 10,676 10,396
R3 10,586 10,525 10,355
R2 10,435 10,435 10,341
R1 10,374 10,374 10,327 10,405
PP 10,284 10,284 10,284 10,299
S1 10,223 10,223 10,299 10,254
S2 10,133 10,133 10,285
S3 9,982 10,072 10,272
S4 9,831 9,921 10,230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,466 10,112 354 3.5% 129 1.3% 20% False True 32
10 10,466 9,969 497 4.9% 89 0.9% 43% False False 17
20 10,466 9,678 788 7.7% 77 0.8% 64% False False 12
40 11,033 9,678 1,355 13.3% 92 0.9% 37% False False 7
60 11,033 9,678 1,355 13.3% 73 0.7% 37% False False 5
80 11,033 9,678 1,355 13.3% 57 0.6% 37% False False 4
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 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,837
2.618 10,611
1.618 10,473
1.000 10,388
0.618 10,335
HIGH 10,250
0.618 10,197
0.500 10,181
0.382 10,165
LOW 10,112
0.618 10,027
1.000 9,974
1.618 9,889
2.618 9,751
4.250 9,526
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 10,182 10,289
PP 10,182 10,254
S1 10,181 10,218

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

View Archives - Comment on this page... - Back to Index of Symbols