mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 9,900 10,141 241 2.4% 9,924
High 10,178 10,215 37 0.4% 10,215
Low 9,869 10,070 201 2.0% 9,673
Close 10,146 10,197 51 0.5% 10,197
Range 309 145 -164 -53.1% 542
ATR 252 245 -8 -3.0% 0
Volume 181,974 128,962 -53,012 -29.1% 879,774
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,596 10,541 10,277
R3 10,451 10,396 10,237
R2 10,306 10,306 10,224
R1 10,251 10,251 10,210 10,279
PP 10,161 10,161 10,161 10,174
S1 10,106 10,106 10,184 10,134
S2 10,016 10,016 10,171
S3 9,871 9,961 10,157
S4 9,726 9,816 10,117
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,654 11,468 10,495
R3 11,112 10,926 10,346
R2 10,570 10,570 10,296
R1 10,384 10,384 10,247 10,477
PP 10,028 10,028 10,028 10,075
S1 9,842 9,842 10,147 9,935
S2 9,486 9,486 10,098
S3 8,944 9,300 10,048
S4 8,402 8,758 9,899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,215 9,673 542 5.3% 223 2.2% 97% True False 175,954
10 10,307 9,673 634 6.2% 235 2.3% 83% False False 160,054
20 10,795 9,673 1,122 11.0% 256 2.5% 47% False False 180,319
40 11,206 9,673 1,533 15.0% 241 2.4% 34% False False 176,673
60 11,206 9,673 1,533 15.0% 191 1.9% 34% False False 152,203
80 11,206 9,673 1,533 15.0% 169 1.7% 34% False False 118,968
100 11,206 9,673 1,533 15.0% 171 1.7% 34% False False 95,203
120 11,206 9,673 1,533 15.0% 156 1.5% 34% False False 79,343
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 58
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,831
2.618 10,595
1.618 10,450
1.000 10,360
0.618 10,305
HIGH 10,215
0.618 10,160
0.500 10,143
0.382 10,126
LOW 10,070
0.618 9,981
1.000 9,925
1.618 9,836
2.618 9,691
4.250 9,454
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 10,179 10,143
PP 10,161 10,090
S1 10,143 10,036

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

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