mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 9,607 9,910 303 3.2% 10,051
High 9,917 10,035 118 1.2% 10,085
Low 9,557 9,895 338 3.5% 9,490
Close 9,919 10,029 110 1.1% 9,536
Range 360 140 -220 -61.1% 595
ATR 184 181 -3 -1.7% 0
Volume 34 78 44 129.4% 649
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,406 10,358 10,106
R3 10,266 10,218 10,068
R2 10,126 10,126 10,055
R1 10,078 10,078 10,042 10,102
PP 9,986 9,986 9,986 9,999
S1 9,938 9,938 10,016 9,962
S2 9,846 9,846 10,003
S3 9,706 9,798 9,991
S4 9,566 9,658 9,952
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 10,035 9,452 583 5.8% 231 2.3% 99% True False 80
10 10,208 9,452 756 7.5% 210 2.1% 76% False False 99
20 10,466 9,452 1,014 10.1% 149 1.5% 57% False False 58
40 10,743 9,452 1,291 12.9% 117 1.2% 45% False False 31
60 11,033 9,452 1,581 15.8% 108 1.1% 36% False False 21
80 11,033 9,452 1,581 15.8% 83 0.8% 36% False False 16
100 11,033 9,452 1,581 15.8% 69 0.7% 36% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 48
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,630
2.618 10,402
1.618 10,262
1.000 10,175
0.618 10,122
HIGH 10,035
0.618 9,982
0.500 9,965
0.382 9,949
LOW 9,895
0.618 9,809
1.000 9,755
1.618 9,669
2.618 9,529
4.250 9,300
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 10,008 9,934
PP 9,986 9,839
S1 9,965 9,744

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

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