mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 10,339 10,348 9 0.1% 9,945
High 10,363 10,348 -15 -0.1% 10,245
Low 10,277 10,171 -106 -1.0% 9,911
Close 10,342 10,264 -78 -0.8% 10,180
Range 86 177 91 105.8% 334
ATR 141 144 3 1.8% 0
Volume 209 87 -122 -58.4% 1,284
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,792 10,705 10,361
R3 10,615 10,528 10,313
R2 10,438 10,438 10,297
R1 10,351 10,351 10,280 10,306
PP 10,261 10,261 10,261 10,239
S1 10,174 10,174 10,248 10,129
S2 10,084 10,084 10,232
S3 9,907 9,997 10,215
S4 9,730 9,820 10,167
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 10,363 10,097 266 2.6% 116 1.1% 63% False False 159
10 10,363 9,816 547 5.3% 124 1.2% 82% False False 210
20 10,363 9,570 793 7.7% 156 1.5% 88% False False 187
40 10,363 9,280 1,083 10.6% 148 1.4% 91% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,100
2.618 10,812
1.618 10,635
1.000 10,525
0.618 10,458
HIGH 10,348
0.618 10,281
0.500 10,260
0.382 10,239
LOW 10,171
0.618 10,062
1.000 9,994
1.618 9,885
2.618 9,708
4.250 9,419
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 10,263 10,267
PP 10,261 10,266
S1 10,260 10,265

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

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