mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 9,956 10,185 229 2.3% 10,087
High 10,188 10,245 57 0.6% 10,218
Low 9,945 10,107 162 1.6% 9,703
Close 10,174 10,200 26 0.3% 10,069
Range 243 138 -105 -43.2% 515
ATR 244 236 -8 -3.1% 0
Volume 600 393 -207 -34.5% 2,900
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,598 10,537 10,276
R3 10,460 10,399 10,238
R2 10,322 10,322 10,225
R1 10,261 10,261 10,213 10,292
PP 10,184 10,184 10,184 10,199
S1 10,123 10,123 10,187 10,154
S2 10,046 10,046 10,175
S3 9,908 9,985 10,162
S4 9,770 9,847 10,124
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 11,542 11,320 10,352
R3 11,027 10,805 10,211
R2 10,512 10,512 10,164
R1 10,290 10,290 10,116 10,144
PP 9,997 9,997 9,997 9,923
S1 9,775 9,775 10,022 9,629
S2 9,482 9,482 9,975
S3 8,967 9,260 9,928
S4 8,452 8,745 9,786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,245 9,775 470 4.6% 245 2.4% 90% True False 572
10 10,394 9,703 691 6.8% 259 2.5% 72% False False 482
20 10,859 9,703 1,156 11.3% 292 2.9% 43% False False 339
40 11,144 9,703 1,441 14.1% 210 2.1% 34% False False 202
60 11,144 9,703 1,441 14.1% 159 1.6% 34% False False 140
80 11,144 9,703 1,441 14.1% 127 1.2% 34% False False 107
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 60
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 10,832
2.618 10,606
1.618 10,468
1.000 10,383
0.618 10,330
HIGH 10,245
0.618 10,192
0.500 10,176
0.382 10,160
LOW 10,107
0.618 10,022
1.000 9,969
1.618 9,884
2.618 9,746
4.250 9,521
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 10,192 10,161
PP 10,184 10,121
S1 10,176 10,082

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

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