mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 10,049 9,872 -177 -1.8% 10,516
High 10,102 10,193 91 0.9% 10,639
Low 9,861 9,775 -86 -0.9% 9,830
Close 9,864 10,178 314 3.2% 10,103
Range 241 418 177 73.4% 809
ATR 236 249 13 5.5% 0
Volume 534 712 178 33.3% 965
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 11,303 11,158 10,408
R3 10,885 10,740 10,293
R2 10,467 10,467 10,255
R1 10,322 10,322 10,216 10,395
PP 10,049 10,049 10,049 10,085
S1 9,904 9,904 10,140 9,977
S2 9,631 9,631 10,101
S3 9,213 9,486 10,063
S4 8,795 9,068 9,948
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 12,618 12,169 10,548
R3 11,809 11,360 10,326
R2 11,000 11,000 10,251
R1 10,551 10,551 10,177 10,371
PP 10,191 10,191 10,191 10,101
S1 9,742 9,742 10,029 9,562
S2 9,382 9,382 9,955
S3 8,573 8,933 9,881
S4 7,764 8,124 9,658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,193 9,703 490 4.8% 274 2.7% 97% True False 496
10 10,735 9,703 1,032 10.1% 272 2.7% 46% False False 317
20 11,096 9,703 1,393 13.7% 292 2.9% 34% False False 248
40 11,144 9,703 1,441 14.2% 195 1.9% 33% False False 151
60 11,144 9,703 1,441 14.2% 146 1.4% 33% False False 105
80 11,144 9,703 1,441 14.2% 116 1.1% 33% False False 80
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 62
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 11,970
2.618 11,287
1.618 10,869
1.000 10,611
0.618 10,451
HIGH 10,193
0.618 10,033
0.500 9,984
0.382 9,935
LOW 9,775
0.618 9,517
1.000 9,357
1.618 9,099
2.618 8,681
4.250 7,999
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 10,113 10,101
PP 10,049 10,025
S1 9,984 9,948

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

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