mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 9,711 9,861 150 1.5% 10,058
High 9,888 9,997 109 1.1% 10,245
Low 9,610 9,802 192 2.0% 9,824
Close 9,855 9,844 -11 -0.1% 9,888
Range 278 195 -83 -29.9% 421
ATR 246 242 -4 -1.5% 0
Volume 2,259 3,434 1,175 52.0% 2,143
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,466 10,350 9,951
R3 10,271 10,155 9,898
R2 10,076 10,076 9,880
R1 9,960 9,960 9,862 9,921
PP 9,881 9,881 9,881 9,861
S1 9,765 9,765 9,826 9,726
S2 9,686 9,686 9,808
S3 9,491 9,570 9,791
S4 9,296 9,375 9,737
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,249 10,989 10,120
R3 10,828 10,568 10,004
R2 10,407 10,407 9,965
R1 10,147 10,147 9,927 10,067
PP 9,986 9,986 9,986 9,945
S1 9,726 9,726 9,850 9,646
S2 9,565 9,565 9,811
S3 9,144 9,305 9,772
S4 8,723 8,884 9,657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,245 9,610 635 6.5% 239 2.4% 37% False False 1,613
10 10,245 9,610 635 6.5% 252 2.6% 37% False False 1,107
20 10,859 9,610 1,249 12.7% 250 2.5% 19% False False 670
40 11,144 9,610 1,534 15.6% 228 2.3% 15% False False 389
60 11,144 9,610 1,534 15.6% 176 1.8% 15% False False 268
80 11,144 9,610 1,534 15.6% 136 1.4% 15% False False 203
100 11,144 9,610 1,534 15.6% 116 1.2% 15% False False 163
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,826
2.618 10,508
1.618 10,313
1.000 10,192
0.618 10,118
HIGH 9,997
0.618 9,923
0.500 9,900
0.382 9,877
LOW 9,802
0.618 9,682
1.000 9,607
1.618 9,487
2.618 9,292
4.250 8,973
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 9,900 9,831
PP 9,881 9,817
S1 9,863 9,804

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

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