mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 10,172 10,178 6 0.1% 9,642
High 10,245 10,224 -21 -0.2% 9,943
Low 10,152 10,074 -78 -0.8% 9,570
Close 10,197 10,127 -70 -0.7% 9,916
Range 93 150 57 61.3% 373
ATR 154 153 0 -0.2% 0
Volume 309 263 -46 -14.9% 829
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,592 10,509 10,210
R3 10,442 10,359 10,168
R2 10,292 10,292 10,155
R1 10,209 10,209 10,141 10,176
PP 10,142 10,142 10,142 10,125
S1 10,059 10,059 10,113 10,026
S2 9,992 9,992 10,100
S3 9,842 9,909 10,086
S4 9,692 9,759 10,045
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 9,816 429 4.2% 132 1.3% 72% False False 261
10 10,245 9,570 675 6.7% 166 1.6% 83% False False 212
20 10,245 9,570 675 6.7% 169 1.7% 83% False False 177
40 10,245 9,280 965 9.5% 147 1.4% 88% False False 113
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 37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,862
2.618 10,617
1.618 10,467
1.000 10,374
0.618 10,317
HIGH 10,224
0.618 10,167
0.500 10,149
0.382 10,131
LOW 10,074
0.618 9,981
1.000 9,924
1.618 9,831
2.618 9,681
4.250 9,437
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 10,149 10,160
PP 10,142 10,149
S1 10,134 10,138

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

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