mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 9,890 9,945 55 0.6% 9,642
High 9,943 10,132 189 1.9% 9,943
Low 9,816 9,911 95 1.0% 9,570
Close 9,916 10,130 214 2.2% 9,916
Range 127 221 94 74.0% 373
ATR 161 165 4 2.7% 0
Volume 113 220 107 94.7% 829
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,721 10,646 10,252
R3 10,500 10,425 10,191
R2 10,279 10,279 10,171
R1 10,204 10,204 10,150 10,242
PP 10,058 10,058 10,058 10,076
S1 9,983 9,983 10,110 10,021
S2 9,837 9,837 10,090
S3 9,616 9,762 10,069
S4 9,395 9,541 10,009
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 10,132 9,570 562 5.5% 181 1.8% 100% True False 167
10 10,132 9,570 562 5.5% 182 1.8% 100% True False 171
20 10,132 9,570 562 5.5% 169 1.7% 100% True False 140
40 10,132 9,280 852 8.4% 143 1.4% 100% True False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,071
2.618 10,711
1.618 10,490
1.000 10,353
0.618 10,269
HIGH 10,132
0.618 10,048
0.500 10,022
0.382 9,996
LOW 9,911
0.618 9,775
1.000 9,690
1.618 9,554
2.618 9,333
4.250 8,972
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 10,094 10,053
PP 10,058 9,975
S1 10,022 9,898

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

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