mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 9,728 9,632 -96 -1.0% 10,400
High 9,803 9,676 -127 -1.3% 10,466
Low 9,631 9,499 -132 -1.4% 9,966
Close 9,654 9,602 -52 -0.5% 10,047
Range 172 177 5 2.9% 500
ATR 159 160 1 0.8% 0
Volume 300 74 -226 -75.3% 312
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,123 10,040 9,699
R3 9,946 9,863 9,651
R2 9,769 9,769 9,635
R1 9,686 9,686 9,618 9,639
PP 9,592 9,592 9,592 9,569
S1 9,509 9,509 9,586 9,462
S2 9,415 9,415 9,570
S3 9,238 9,332 9,553
S4 9,061 9,155 9,505
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 10,085 9,499 586 6.1% 186 1.9% 18% False True 121
10 10,466 9,499 967 10.1% 168 1.7% 11% False True 82
20 10,466 9,499 967 10.1% 118 1.2% 11% False True 43
40 10,743 9,499 1,244 13.0% 116 1.2% 8% False True 24
60 11,033 9,499 1,534 16.0% 91 1.0% 7% False True 16
80 11,033 9,499 1,534 16.0% 71 0.7% 7% False True 12
100 11,033 9,499 1,534 16.0% 59 0.6% 7% False True 12
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 42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,428
2.618 10,140
1.618 9,963
1.000 9,853
0.618 9,786
HIGH 9,676
0.618 9,609
0.500 9,588
0.382 9,567
LOW 9,499
0.618 9,390
1.000 9,322
1.618 9,213
2.618 9,036
4.250 8,747
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 9,597 9,777
PP 9,592 9,719
S1 9,588 9,660

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

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