mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 9,522 9,607 85 0.9% 10,051
High 9,733 9,917 184 1.9% 10,085
Low 9,452 9,557 105 1.1% 9,490
Close 9,622 9,919 297 3.1% 9,536
Range 281 360 79 28.1% 595
ATR 171 184 14 7.9% 0
Volume 72 34 -38 -52.8% 649
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,878 10,758 10,117
R3 10,518 10,398 10,018
R2 10,158 10,158 9,985
R1 10,038 10,038 9,952 10,098
PP 9,798 9,798 9,798 9,828
S1 9,678 9,678 9,886 9,738
S2 9,438 9,438 9,853
S3 9,078 9,318 9,820
S4 8,718 8,958 9,721
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 9,917 9,452 465 4.7% 237 2.4% 100% True False 124
10 10,250 9,452 798 8.0% 210 2.1% 59% False False 101
20 10,466 9,452 1,014 10.2% 145 1.5% 46% False False 54
40 10,743 9,452 1,291 13.0% 117 1.2% 36% False False 29
60 11,033 9,452 1,581 15.9% 105 1.1% 30% False False 20
80 11,033 9,452 1,581 15.9% 81 0.8% 30% False False 15
100 11,033 9,452 1,581 15.9% 67 0.7% 30% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,447
2.618 10,860
1.618 10,500
1.000 10,277
0.618 10,140
HIGH 9,917
0.618 9,780
0.500 9,737
0.382 9,695
LOW 9,557
0.618 9,335
1.000 9,197
1.618 8,975
2.618 8,615
4.250 8,027
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 9,858 9,841
PP 9,798 9,763
S1 9,737 9,685

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

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