mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 10,253 10,242 -11 -0.1% 10,210
High 10,268 10,415 147 1.4% 10,363
Low 10,178 10,235 57 0.6% 10,171
Close 10,240 10,359 119 1.2% 10,240
Range 90 180 90 100.0% 192
ATR 140 143 3 2.1% 0
Volume 404 156 -248 -61.4% 1,114
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,876 10,798 10,458
R3 10,696 10,618 10,409
R2 10,516 10,516 10,392
R1 10,438 10,438 10,376 10,477
PP 10,336 10,336 10,336 10,356
S1 10,258 10,258 10,343 10,297
S2 10,156 10,156 10,326
S3 9,976 10,078 10,310
S4 9,796 9,898 10,260
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,834 10,729 10,346
R3 10,642 10,537 10,293
R2 10,450 10,450 10,275
R1 10,345 10,345 10,258 10,398
PP 10,258 10,258 10,258 10,284
S1 10,153 10,153 10,223 10,206
S2 10,066 10,066 10,205
S3 9,874 9,961 10,187
S4 9,682 9,769 10,135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,415 10,171 244 2.4% 122 1.2% 77% True False 224
10 10,415 10,074 341 3.3% 116 1.1% 84% True False 233
20 10,415 9,570 845 8.2% 149 1.4% 93% True False 202
40 10,415 9,280 1,135 11.0% 147 1.4% 95% True False 140
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 19
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,180
2.618 10,886
1.618 10,706
1.000 10,595
0.618 10,526
HIGH 10,415
0.618 10,346
0.500 10,325
0.382 10,304
LOW 10,235
0.618 10,124
1.000 10,055
1.618 9,944
2.618 9,764
4.250 9,470
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 10,348 10,337
PP 10,336 10,315
S1 10,325 10,293

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

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