mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 9,797 9,907 110 1.1% 9,400
High 9,913 9,947 34 0.3% 9,754
Low 9,782 9,851 69 0.7% 9,362
Close 9,894 9,906 12 0.1% 9,749
Range 131 96 -35 -26.7% 392
ATR 119 118 -2 -1.4% 0
Volume 55 132 77 140.0% 274
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,189 10,144 9,959
R3 10,093 10,048 9,933
R2 9,997 9,997 9,924
R1 9,952 9,952 9,915 9,927
PP 9,901 9,901 9,901 9,889
S1 9,856 9,856 9,897 9,831
S2 9,805 9,805 9,889
S3 9,709 9,760 9,880
S4 9,613 9,664 9,853
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,798 10,665 9,965
R3 10,406 10,273 9,857
R2 10,014 10,014 9,821
R1 9,881 9,881 9,785 9,948
PP 9,622 9,622 9,622 9,655
S1 9,489 9,489 9,713 9,556
S2 9,230 9,230 9,677
S3 8,838 9,097 9,641
S4 8,446 8,705 9,534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,947 9,650 297 3.0% 99 1.0% 86% True False 68
10 9,947 9,280 667 6.7% 113 1.1% 94% True False 57
20 9,947 9,280 667 6.7% 124 1.3% 94% True False 49
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 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,355
2.618 10,198
1.618 10,102
1.000 10,043
0.618 10,006
HIGH 9,947
0.618 9,910
0.500 9,899
0.382 9,888
LOW 9,851
0.618 9,792
1.000 9,755
1.618 9,696
2.618 9,600
4.250 9,443
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 9,904 9,879
PP 9,901 9,852
S1 9,899 9,825

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

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