mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 10,400 10,430 30 0.3% 10,300
High 10,435 10,454 19 0.2% 10,410
Low 10,371 10,306 -65 -0.6% 10,229
Close 10,432 10,307 -125 -1.2% 10,404
Range 64 148 84 131.3% 181
ATR
Volume 5 26 21 420.0% 57
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,800 10,701 10,389
R3 10,652 10,553 10,348
R2 10,504 10,504 10,334
R1 10,405 10,405 10,321 10,381
PP 10,356 10,356 10,356 10,343
S1 10,257 10,257 10,294 10,233
S2 10,208 10,208 10,280
S3 10,060 10,109 10,266
S4 9,912 9,961 10,226
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,891 10,828 10,504
R3 10,710 10,647 10,454
R2 10,529 10,529 10,437
R1 10,466 10,466 10,421 10,498
PP 10,348 10,348 10,348 10,363
S1 10,285 10,285 10,388 10,317
S2 10,167 10,167 10,371
S3 9,986 10,104 10,354
S4 9,805 9,923 10,305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,464 10,306 158 1.5% 74 0.7% 1% False True 14
10 10,464 10,162 302 2.9% 74 0.7% 48% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,083
2.618 10,842
1.618 10,694
1.000 10,602
0.618 10,546
HIGH 10,454
0.618 10,398
0.500 10,380
0.382 10,363
LOW 10,306
0.618 10,215
1.000 10,158
1.618 10,067
2.618 9,919
4.250 9,677
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 10,380 10,385
PP 10,356 10,359
S1 10,331 10,333

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

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