mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 10,184 10,135 -49 -0.5% 10,200
High 10,250 10,208 -42 -0.4% 10,345
Low 10,112 10,013 -99 -1.0% 10,194
Close 10,183 10,042 -141 -1.4% 10,313
Range 138 195 57 41.3% 151
ATR 144 147 4 2.5% 0
Volume 101 62 -39 -38.6% 22
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,673 10,552 10,149
R3 10,478 10,357 10,096
R2 10,283 10,283 10,078
R1 10,162 10,162 10,060 10,125
PP 10,088 10,088 10,088 10,069
S1 9,967 9,967 10,024 9,930
S2 9,893 9,893 10,006
S3 9,698 9,772 9,989
S4 9,503 9,577 9,935
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 10,013 453 4.5% 150 1.5% 6% False True 43
10 10,466 9,970 496 4.9% 104 1.0% 15% False False 23
20 10,466 9,678 788 7.8% 78 0.8% 46% False False 15
40 11,033 9,678 1,355 13.5% 97 1.0% 27% False False 9
60 11,033 9,678 1,355 13.5% 77 0.8% 27% False False 6
80 11,033 9,678 1,355 13.5% 59 0.6% 27% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,037
2.618 10,719
1.618 10,524
1.000 10,403
0.618 10,329
HIGH 10,208
0.618 10,134
0.500 10,111
0.382 10,088
LOW 10,013
0.618 9,893
1.000 9,818
1.618 9,698
2.618 9,503
4.250 9,184
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 10,111 10,203
PP 10,088 10,149
S1 10,065 10,096

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

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