mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 10,125 10,172 47 0.5% 9,642
High 10,162 10,245 83 0.8% 9,943
Low 10,095 10,152 57 0.6% 9,570
Close 10,155 10,197 42 0.4% 9,916
Range 67 93 26 38.8% 373
ATR 158 154 -5 -2.9% 0
Volume 404 309 -95 -23.5% 829
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,477 10,430 10,248
R3 10,384 10,337 10,223
R2 10,291 10,291 10,214
R1 10,244 10,244 10,206 10,268
PP 10,198 10,198 10,198 10,210
S1 10,151 10,151 10,189 10,175
S2 10,105 10,105 10,180
S3 10,012 10,058 10,172
S4 9,919 9,965 10,146
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 10,245 9,663 582 5.7% 151 1.5% 92% True False 259
10 10,245 9,570 675 6.6% 173 1.7% 93% True False 203
20 10,245 9,570 675 6.6% 167 1.6% 93% True False 170
40 10,245 9,280 965 9.5% 145 1.4% 95% True False 110
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 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,640
2.618 10,489
1.618 10,396
1.000 10,338
0.618 10,303
HIGH 10,245
0.618 10,210
0.500 10,199
0.382 10,188
LOW 10,152
0.618 10,095
1.000 10,059
1.618 10,002
2.618 9,909
4.250 9,757
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 10,199 10,157
PP 10,198 10,118
S1 10,198 10,078

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

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