mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 10,178 10,129 -49 -0.5% 9,945
High 10,224 10,206 -18 -0.2% 10,245
Low 10,074 10,097 23 0.2% 9,911
Close 10,127 10,180 53 0.5% 10,180
Range 150 109 -41 -27.3% 334
ATR 153 150 -3 -2.1% 0
Volume 263 88 -175 -66.5% 1,284
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,488 10,443 10,240
R3 10,379 10,334 10,210
R2 10,270 10,270 10,200
R1 10,225 10,225 10,190 10,248
PP 10,161 10,161 10,161 10,172
S1 10,116 10,116 10,170 10,139
S2 10,052 10,052 10,160
S3 9,943 10,007 10,150
S4 9,834 9,898 10,120
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,114 10,981 10,364
R3 10,780 10,647 10,272
R2 10,446 10,446 10,241
R1 10,313 10,313 10,211 10,380
PP 10,112 10,112 10,112 10,145
S1 9,979 9,979 10,150 10,046
S2 9,778 9,778 10,119
S3 9,444 9,645 10,088
S4 9,110 9,311 9,996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,245 9,911 334 3.3% 128 1.3% 81% False False 256
10 10,245 9,570 675 6.6% 150 1.5% 90% False False 211
20 10,245 9,570 675 6.6% 169 1.7% 90% False False 178
40 10,245 9,280 965 9.5% 148 1.5% 93% False False 115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,669
2.618 10,491
1.618 10,382
1.000 10,315
0.618 10,273
HIGH 10,206
0.618 10,164
0.500 10,152
0.382 10,139
LOW 10,097
0.618 10,030
1.000 9,988
1.618 9,921
2.618 9,812
4.250 9,634
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 10,171 10,173
PP 10,161 10,166
S1 10,152 10,160

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

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