mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	9,995	9,898	-97	-1.0%	9,824
High	10,007	9,963	-44	-0.4%	10,011
Low	9,825	9,737	-88	-0.9%	9,785
Close	9,872	9,782	-90	-0.9%	9,872
Range	182	226	44	24.2%	226
ATR	138	144	6	4.6%	0
Volume	85	172	87	102.4%	615

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,505	10,370	9,906
R3	10,279	10,144	9,844
R2	10,053	10,053	9,824
R1	9,918	9,918	9,803	9,873
PP	9,827	9,827	9,827	9,805
S1	9,692	9,692	9,761	9,647
S2	9,601	9,601	9,741
S3	9,375	9,466	9,720
S4	9,149	9,240	9,658

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,567	10,446	9,996
R3	10,341	10,220	9,934
R2	10,115	10,115	9,914
R1	9,994	9,994	9,893	10,055
PP	9,889	9,889	9,889	9,920
S1	9,768	9,768	9,851	9,829
S2	9,663	9,663	9,831
S3	9,437	9,542	9,810
S4	9,211	9,316	9,748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,011	9,737	274	2.8%	191	2.0%	16%	False	True	143
10	10,011	9,703	308	3.1%	157	1.6%	26%	False	False	108
20	10,011	9,280	731	7.5%	145	1.5%	69%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	10,924
2.618	10,555
1.618	10,329
1.000	10,189
0.618	10,103
HIGH	9,963
0.618	9,877
0.500	9,850
0.382	9,823
LOW	9,737
0.618	9,597
1.000	9,511
1.618	9,371
2.618	9,145
4.250	8,777

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	9,850	9,872
PP	9,827	9,842
S1	9,805	9,812

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