mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 10,242 10,361 119 1.2% 10,210
High 10,415 10,375 -40 -0.4% 10,363
Low 10,235 10,278 43 0.4% 10,171
Close 10,359 10,342 -17 -0.2% 10,240
Range 180 97 -83 -46.1% 192
ATR 143 139 -3 -2.3% 0
Volume 156 192 36 23.1% 1,114
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,623 10,579 10,395
R3 10,526 10,482 10,369
R2 10,429 10,429 10,360
R1 10,385 10,385 10,351 10,359
PP 10,332 10,332 10,332 10,318
S1 10,288 10,288 10,333 10,262
S2 10,235 10,235 10,324
S3 10,138 10,191 10,315
S4 10,041 10,094 10,289
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% 126 1.2% 70% False False 209
10 10,415 10,074 341 3.3% 119 1.1% 79% False False 212
20 10,415 9,570 845 8.2% 149 1.4% 91% False False 198
40 10,415 9,280 1,135 11.0% 147 1.4% 94% False False 143
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,787
2.618 10,629
1.618 10,532
1.000 10,472
0.618 10,435
HIGH 10,375
0.618 10,338
0.500 10,327
0.382 10,315
LOW 10,278
0.618 10,218
1.000 10,181
1.618 10,121
2.618 10,024
4.250 9,866
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 10,337 10,327
PP 10,332 10,312
S1 10,327 10,297

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

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