mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 10,385 10,383 -2 0.0% 10,242
High 10,403 10,402 -1 0.0% 10,415
Low 10,338 10,054 -284 -2.7% 10,054
Close 10,379 10,228 -151 -1.5% 10,228
Range 65 348 283 435.4% 361
ATR 134 149 15 11.4% 0
Volume 314 47 -267 -85.0% 709
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,272 11,098 10,420
R3 10,924 10,750 10,324
R2 10,576 10,576 10,292
R1 10,402 10,402 10,260 10,315
PP 10,228 10,228 10,228 10,185
S1 10,054 10,054 10,196 9,967
S2 9,880 9,880 10,164
S3 9,532 9,706 10,132
S4 9,184 9,358 10,037
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,315 11,133 10,427
R3 10,954 10,772 10,327
R2 10,593 10,593 10,294
R1 10,411 10,411 10,261 10,322
PP 10,232 10,232 10,232 10,188
S1 10,050 10,050 10,195 9,961
S2 9,871 9,871 10,162
S3 9,510 9,689 10,129
S4 9,149 9,328 10,030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,415 10,054 361 3.5% 156 1.5% 48% False True 222
10 10,415 10,054 361 3.5% 136 1.3% 48% False True 191
20 10,415 9,570 845 8.3% 151 1.5% 78% False False 201
40 10,415 9,280 1,135 11.1% 147 1.4% 84% False False 150
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 14
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 11,881
2.618 11,313
1.618 10,965
1.000 10,750
0.618 10,617
HIGH 10,402
0.618 10,269
0.500 10,228
0.382 10,187
LOW 10,054
0.618 9,839
1.000 9,706
1.618 9,491
2.618 9,143
4.250 8,575
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 10,228 10,229
PP 10,228 10,228
S1 10,228 10,228

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

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