mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 9,632 9,607 -25 -0.3% 10,051
High 9,676 9,684 8 0.1% 10,085
Low 9,499 9,490 -9 -0.1% 9,490
Close 9,602 9,536 -66 -0.7% 9,536
Range 177 194 17 9.6% 595
ATR 160 163 2 1.5% 0
Volume 74 143 69 93.2% 649
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,152 10,038 9,643
R3 9,958 9,844 9,589
R2 9,764 9,764 9,572
R1 9,650 9,650 9,554 9,610
PP 9,570 9,570 9,570 9,550
S1 9,456 9,456 9,518 9,416
S2 9,376 9,376 9,501
S3 9,182 9,262 9,483
S4 8,988 9,068 9,429
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,489 11,107 9,863
R3 10,894 10,512 9,700
R2 10,299 10,299 9,645
R1 9,917 9,917 9,591 9,811
PP 9,704 9,704 9,704 9,650
S1 9,322 9,322 9,482 9,216
S2 9,109 9,109 9,427
S3 8,514 8,727 9,373
S4 7,919 8,132 9,209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,085 9,490 595 6.2% 202 2.1% 8% False True 129
10 10,466 9,490 976 10.2% 186 2.0% 5% False True 96
20 10,466 9,490 976 10.2% 128 1.3% 5% False True 50
40 10,743 9,490 1,253 13.1% 111 1.2% 4% False True 27
60 11,033 9,490 1,543 16.2% 95 1.0% 3% False True 18
80 11,033 9,490 1,543 16.2% 73 0.8% 3% False True 14
100 11,033 9,490 1,543 16.2% 61 0.6% 3% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,509
2.618 10,192
1.618 9,998
1.000 9,878
0.618 9,804
HIGH 9,684
0.618 9,610
0.500 9,587
0.382 9,564
LOW 9,490
0.618 9,370
1.000 9,296
1.618 9,176
2.618 8,982
4.250 8,666
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 9,587 9,647
PP 9,570 9,610
S1 9,553 9,573

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

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