mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 17-Mar-2010

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	10,637	10,686	49	0.5%	10,544
High	10,693	10,768	75	0.7%	10,659
Low	10,622	10,679	57	0.5%	10,500
Close	10,686	10,726	40	0.4%	10,635
Range	71	89	18	25.4%	159
ATR	111	109	-2	-1.4%	0
Volume	33,095	36,672	3,577	10.8%	491,389

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,991	10,948	10,775
R3	10,902	10,859	10,751
R2	10,813	10,813	10,742
R1	10,770	10,770	10,734	10,792
PP	10,724	10,724	10,724	10,735
S1	10,681	10,681	10,718	10,703
S2	10,635	10,635	10,710
S3	10,546	10,592	10,702
S4	10,457	10,503	10,677

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	10,768	10,505	263	2.5%	81	0.8%	84%	True	False	59,967
10	10,768	10,351	417	3.9%	86	0.8%	90%	True	False	80,287
20	10,768	10,172	596	5.6%	101	0.9%	93%	True	False	93,629
40	10,768	9,791	977	9.1%	142	1.3%	96%	True	False	128,020
60	10,768	9,791	977	9.1%	129	1.2%	96%	True	False	112,555
80	10,768	9,791	977	9.1%	131	1.2%	96%	True	False	90,301
100	10,768	9,570	1,198	11.2%	136	1.3%	96%	True	False	72,280
120	10,768	9,280	1,488	13.9%	136	1.3%	97%	True	False	60,243

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	21
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,146
2.618	11,001
1.618	10,912
1.000	10,857
0.618	10,823
HIGH	10,768
0.618	10,734
0.500	10,724
0.382	10,713
LOW	10,679
0.618	10,624
1.000	10,590
1.618	10,535
2.618	10,446
4.250	10,301

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	10,725	10,707
PP	10,724	10,688
S1	10,724	10,669

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