mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 10,141 10,207 66 0.7% 9,924
High 10,215 10,330 115 1.1% 10,215
Low 10,070 10,186 116 1.2% 9,673
Close 10,197 10,201 4 0.0% 10,197
Range 145 144 -1 -0.7% 542
ATR 245 238 -7 -2.9% 0
Volume 128,962 61,845 -67,117 -52.0% 879,774
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,671 10,580 10,280
R3 10,527 10,436 10,241
R2 10,383 10,383 10,228
R1 10,292 10,292 10,214 10,266
PP 10,239 10,239 10,239 10,226
S1 10,148 10,148 10,188 10,122
S2 10,095 10,095 10,175
S3 9,951 10,004 10,162
S4 9,807 9,860 10,122
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 10,330 9,673 657 6.4% 215 2.1% 80% True False 149,816
10 10,330 9,673 657 6.4% 230 2.2% 80% True False 150,613
20 10,698 9,673 1,025 10.0% 249 2.4% 52% False False 176,344
40 11,206 9,673 1,533 15.0% 240 2.4% 34% False False 175,768
60 11,206 9,673 1,533 15.0% 192 1.9% 34% False False 151,469
80 11,206 9,673 1,533 15.0% 169 1.7% 34% False False 119,740
100 11,206 9,673 1,533 15.0% 170 1.7% 34% False False 95,820
120 11,206 9,673 1,533 15.0% 157 1.5% 34% False False 79,858
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,942
2.618 10,707
1.618 10,563
1.000 10,474
0.618 10,419
HIGH 10,330
0.618 10,275
0.500 10,258
0.382 10,241
LOW 10,186
0.618 10,097
1.000 10,042
1.618 9,953
2.618 9,809
4.250 9,574
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 10,258 10,167
PP 10,239 10,133
S1 10,220 10,100

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

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