mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 9,729 9,890 161 1.7% 9,642
High 9,907 9,943 36 0.4% 9,943
Low 9,663 9,816 153 1.6% 9,570
Close 9,892 9,916 24 0.2% 9,916
Range 244 127 -117 -48.0% 373
ATR 164 161 -3 -1.6% 0
Volume 250 113 -137 -54.8% 829
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,273 10,221 9,986
R3 10,146 10,094 9,951
R2 10,019 10,019 9,939
R1 9,967 9,967 9,928 9,993
PP 9,892 9,892 9,892 9,905
S1 9,840 9,840 9,904 9,866
S2 9,765 9,765 9,893
S3 9,638 9,713 9,881
S4 9,511 9,586 9,846
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,929 10,795 10,121
R3 10,556 10,422 10,019
R2 10,183 10,183 9,985
R1 10,049 10,049 9,950 10,116
PP 9,810 9,810 9,810 9,843
S1 9,676 9,676 9,882 9,743
S2 9,437 9,437 9,848
S3 9,064 9,303 9,814
S4 8,691 8,930 9,711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,943 9,570 373 3.8% 172 1.7% 93% True False 165
10 9,963 9,570 393 4.0% 183 1.8% 88% False False 166
20 10,011 9,570 441 4.4% 162 1.6% 78% False False 130
40 10,011 9,280 731 7.4% 143 1.4% 87% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 38
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,483
2.618 10,276
1.618 10,149
1.000 10,070
0.618 10,022
HIGH 9,943
0.618 9,895
0.500 9,880
0.382 9,865
LOW 9,816
0.618 9,738
1.000 9,689
1.618 9,611
2.618 9,484
4.250 9,276
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 9,904 9,877
PP 9,892 9,838
S1 9,880 9,799

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

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