mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 10,033 9,728 -305 -3.0% 10,400
High 10,055 9,803 -252 -2.5% 10,466
Low 9,687 9,631 -56 -0.6% 9,966
Close 9,737 9,654 -83 -0.9% 10,047
Range 368 172 -196 -53.3% 500
ATR 158 159 1 0.6% 0
Volume 98 300 202 206.1% 312
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,212 10,105 9,749
R3 10,040 9,933 9,701
R2 9,868 9,868 9,686
R1 9,761 9,761 9,670 9,729
PP 9,696 9,696 9,696 9,680
S1 9,589 9,589 9,638 9,557
S2 9,524 9,524 9,623
S3 9,352 9,417 9,607
S4 9,180 9,245 9,560
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,660 11,353 10,322
R3 11,160 10,853 10,185
R2 10,660 10,660 10,139
R1 10,353 10,353 10,093 10,257
PP 10,160 10,160 10,160 10,111
S1 9,853 9,853 10,001 9,757
S2 9,660 9,660 9,955
S3 9,160 9,353 9,910
S4 8,660 8,853 9,772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,208 9,631 577 6.0% 189 2.0% 4% False True 119
10 10,466 9,631 835 8.6% 159 1.6% 3% False True 75
20 10,466 9,631 835 8.6% 110 1.1% 3% False True 40
40 10,743 9,631 1,112 11.5% 111 1.2% 2% False True 22
60 11,033 9,631 1,402 14.5% 89 0.9% 2% False True 15
80 11,033 9,631 1,402 14.5% 69 0.7% 2% False True 11
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 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,534
2.618 10,253
1.618 10,081
1.000 9,975
0.618 9,909
HIGH 9,803
0.618 9,737
0.500 9,717
0.382 9,697
LOW 9,631
0.618 9,525
1.000 9,459
1.618 9,353
2.618 9,181
4.250 8,900
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 9,717 9,858
PP 9,696 9,790
S1 9,675 9,722

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

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