mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 10,640 10,825 185 1.7% 10,940
High 10,822 10,859 37 0.3% 11,070
Low 10,572 10,688 116 1.1% 9,804
Close 10,818 10,715 -103 -1.0% 10,281
Range 250 171 -79 -31.6% 1,266
ATR 221 217 -4 -1.6% 0
Volume 132 284 152 115.2% 716
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 11,267 11,162 10,809
R3 11,096 10,991 10,762
R2 10,925 10,925 10,746
R1 10,820 10,820 10,731 10,787
PP 10,754 10,754 10,754 10,738
S1 10,649 10,649 10,699 10,616
S2 10,583 10,583 10,684
S3 10,412 10,478 10,668
S4 10,241 10,307 10,621
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 14,183 13,498 10,977
R3 12,917 12,232 10,629
R2 11,651 11,651 10,513
R1 10,966 10,966 10,397 10,676
PP 10,385 10,385 10,385 10,240
S1 9,700 9,700 10,165 9,410
S2 9,119 9,119 10,049
S3 7,853 8,434 9,933
S4 6,587 7,168 9,585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,859 10,150 709 6.6% 264 2.5% 80% True False 269
10 11,096 9,804 1,292 12.1% 312 2.9% 71% False False 179
20 11,144 9,804 1,340 12.5% 219 2.0% 68% False False 124
40 11,144 9,804 1,340 12.5% 147 1.4% 68% False False 77
60 11,144 9,804 1,340 12.5% 103 1.0% 68% False False 53
80 11,144 9,775 1,369 12.8% 86 0.8% 69% False False 41
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 True
Stretch 48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,586
2.618 11,307
1.618 11,136
1.000 11,030
0.618 10,965
HIGH 10,859
0.618 10,794
0.500 10,774
0.382 10,753
LOW 10,688
0.618 10,582
1.000 10,517
1.618 10,411
2.618 10,240
4.250 9,961
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 10,774 10,715
PP 10,754 10,715
S1 10,735 10,715

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

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