mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	10,635	10,637	2	0.0%	10,544
High	10,644	10,693	49	0.5%	10,659
Low	10,569	10,622	53	0.5%	10,500
Close	10,638	10,686	48	0.5%	10,635
Range	75	71	-4	-5.3%	159
ATR	114	111	-3	-2.7%	0
Volume	43,270	33,095	-10,175	-23.5%	491,389

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,880	10,854	10,725
R3	10,809	10,783	10,706
R2	10,738	10,738	10,699
R1	10,712	10,712	10,693	10,725
PP	10,667	10,667	10,667	10,674
S1	10,641	10,641	10,680	10,654
S2	10,596	10,596	10,673
S3	10,525	10,570	10,667
S4	10,454	10,499	10,647

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,075	11,014	10,723
R3	10,916	10,855	10,679
R2	10,757	10,757	10,664
R1	10,696	10,696	10,650	10,727
PP	10,598	10,598	10,598	10,613
S1	10,537	10,537	10,621	10,568
S2	10,439	10,439	10,606
S3	10,280	10,378	10,591
S4	10,121	10,219	10,548

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,693	10,505	188	1.8%	79	0.7%	96%	True	False	74,105
10	10,693	10,351	342	3.2%	87	0.8%	98%	True	False	85,604
20	10,693	10,172	521	4.9%	100	0.9%	99%	True	False	97,099
40	10,693	9,791	902	8.4%	144	1.3%	99%	True	False	130,618
60	10,693	9,791	902	8.4%	130	1.2%	99%	True	False	113,555
80	10,693	9,791	902	8.4%	131	1.2%	99%	True	False	89,845
100	10,693	9,570	1,123	10.5%	138	1.3%	99%	True	False	71,914
120	10,693	9,280	1,413	13.2%	137	1.3%	100%	True	False	59,938

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	23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,995
2.618	10,879
1.618	10,808
1.000	10,764
0.618	10,737
HIGH	10,693
0.618	10,666
0.500	10,658
0.382	10,649
LOW	10,622
0.618	10,578
1.000	10,551
1.618	10,507
2.618	10,436
4.250	10,320

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	10,677	10,668
PP	10,667	10,649
S1	10,658	10,631

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols