mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 10,210 10,282 72 0.7% 9,945
High 10,338 10,345 7 0.1% 10,245
Low 10,209 10,269 60 0.6% 9,911
Close 10,305 10,336 31 0.3% 10,180
Range 129 76 -53 -41.1% 334
ATR 151 145 -5 -3.5% 0
Volume 147 267 120 81.6% 1,284
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,545 10,516 10,378
R3 10,469 10,440 10,357
R2 10,393 10,393 10,350
R1 10,364 10,364 10,343 10,379
PP 10,317 10,317 10,317 10,324
S1 10,288 10,288 10,329 10,303
S2 10,241 10,241 10,322
S3 10,165 10,212 10,315
S4 10,089 10,136 10,294
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 10,345 10,074 271 2.6% 112 1.1% 97% True False 214
10 10,345 9,654 691 6.7% 139 1.3% 99% True False 217
20 10,345 9,570 775 7.5% 163 1.6% 99% True False 191
40 10,345 9,280 1,065 10.3% 149 1.4% 99% True False 124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,668
2.618 10,544
1.618 10,468
1.000 10,421
0.618 10,392
HIGH 10,345
0.618 10,316
0.500 10,307
0.382 10,298
LOW 10,269
0.618 10,222
1.000 10,193
1.618 10,146
2.618 10,070
4.250 9,946
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 10,326 10,298
PP 10,317 10,259
S1 10,307 10,221

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

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