mini-sized Dow ($5) Future June 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	10,400	10,430	30	0.3%	10,300
High	10,435	10,454	19	0.2%	10,410
Low	10,371	10,306	-65	-0.6%	10,229
Close	10,432	10,307	-125	-1.2%	10,404
Range	64	148	84	131.3%	181
ATR
Volume	5	26	21	420.0%	57

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,800	10,701	10,389
R3	10,652	10,553	10,348
R2	10,504	10,504	10,334
R1	10,405	10,405	10,321	10,381
PP	10,356	10,356	10,356	10,343
S1	10,257	10,257	10,294	10,233
S2	10,208	10,208	10,280
S3	10,060	10,109	10,266
S4	9,912	9,961	10,226

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,891	10,828	10,504
R3	10,710	10,647	10,454
R2	10,529	10,529	10,437
R1	10,466	10,466	10,421	10,498
PP	10,348	10,348	10,348	10,363
S1	10,285	10,285	10,388	10,317
S2	10,167	10,167	10,371
S3	9,986	10,104	10,354
S4	9,805	9,923	10,305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,464	10,306	158	1.5%	74	0.7%	1%	False	True	14
10	10,464	10,162	302	2.9%	74	0.7%	48%	False	False	15

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	11
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	11,083
2.618	10,842
1.618	10,694
1.000	10,602
0.618	10,546
HIGH	10,454
0.618	10,398
0.500	10,380
0.382	10,363
LOW	10,306
0.618	10,215
1.000	10,158
1.618	10,067
2.618	9,919
4.250	9,677

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	10,380	10,385
PP	10,356	10,359
S1	10,331	10,333

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