mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 9,673 9,729 56 0.6% 9,898
High 9,824 9,907 83 0.8% 9,963
Low 9,654 9,663 9 0.1% 9,573
Close 9,724 9,892 168 1.7% 9,603
Range 170 244 74 43.5% 390
ATR 157 164 6 3.9% 0
Volume 109 250 141 129.4% 836
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,553 10,466 10,026
R3 10,309 10,222 9,959
R2 10,065 10,065 9,937
R1 9,978 9,978 9,914 10,022
PP 9,821 9,821 9,821 9,842
S1 9,734 9,734 9,870 9,778
S2 9,577 9,577 9,847
S3 9,333 9,490 9,825
S4 9,089 9,246 9,758
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,883 10,633 9,818
R3 10,493 10,243 9,710
R2 10,103 10,103 9,675
R1 9,853 9,853 9,639 9,783
PP 9,713 9,713 9,713 9,678
S1 9,463 9,463 9,567 9,393
S2 9,323 9,323 9,532
S3 8,933 9,073 9,496
S4 8,543 8,683 9,389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,907 9,570 337 3.4% 201 2.0% 96% True False 162
10 10,007 9,570 437 4.4% 188 1.9% 74% False False 163
20 10,011 9,570 441 4.5% 161 1.6% 73% False False 128
40 10,011 9,280 731 7.4% 141 1.4% 84% False False 85
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 34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,944
2.618 10,546
1.618 10,302
1.000 10,151
0.618 10,058
HIGH 9,907
0.618 9,814
0.500 9,785
0.382 9,756
LOW 9,663
0.618 9,512
1.000 9,419
1.618 9,268
2.618 9,024
4.250 8,626
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 9,856 9,841
PP 9,821 9,790
S1 9,785 9,739

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

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