mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 10,383 10,254 -129 -1.2% 10,242
High 10,402 10,300 -102 -1.0% 10,415
Low 10,054 10,190 136 1.4% 10,054
Close 10,228 10,271 43 0.4% 10,228
Range 348 110 -238 -68.4% 361
ATR 149 147 -3 -1.9% 0
Volume 47 402 355 755.3% 709
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,584 10,537 10,332
R3 10,474 10,427 10,301
R2 10,364 10,364 10,291
R1 10,317 10,317 10,281 10,341
PP 10,254 10,254 10,254 10,265
S1 10,207 10,207 10,261 10,231
S2 10,144 10,144 10,251
S3 10,034 10,097 10,241
S4 9,924 9,987 10,211
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% 160 1.6% 60% False False 222
10 10,415 10,054 361 3.5% 136 1.3% 60% False False 222
20 10,415 9,570 845 8.2% 143 1.4% 83% False False 216
40 10,415 9,362 1,053 10.3% 147 1.4% 86% False False 159
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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,768
2.618 10,588
1.618 10,478
1.000 10,410
0.618 10,368
HIGH 10,300
0.618 10,258
0.500 10,245
0.382 10,232
LOW 10,190
0.618 10,122
1.000 10,080
1.618 10,012
2.618 9,902
4.250 9,723
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 10,262 10,257
PP 10,254 10,243
S1 10,245 10,229

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

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