mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 10,334 10,346 12 0.1% 10,254
High 10,372 10,360 -12 -0.1% 10,445
Low 10,270 10,180 -90 -0.9% 10,190
Close 10,329 10,209 -120 -1.2% 10,338
Range 102 180 78 76.5% 255
ATR 146 149 2 1.7% 0
Volume 1,429 1,445 16 1.1% 2,774
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,790 10,679 10,308
R3 10,610 10,499 10,259
R2 10,430 10,430 10,242
R1 10,319 10,319 10,226 10,285
PP 10,250 10,250 10,250 10,232
S1 10,139 10,139 10,193 10,105
S2 10,070 10,070 10,176
S3 9,890 9,959 10,160
S4 9,710 9,779 10,110
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,089 10,969 10,478
R3 10,834 10,714 10,408
R2 10,579 10,579 10,385
R1 10,459 10,459 10,362 10,519
PP 10,324 10,324 10,324 10,355
S1 10,204 10,204 10,315 10,264
S2 10,069 10,069 10,291
S3 9,814 9,949 10,268
S4 9,559 9,694 10,198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,445 10,180 265 2.6% 147 1.4% 11% False True 929
10 10,445 10,054 391 3.8% 153 1.5% 40% False False 620
20 10,445 10,054 391 3.8% 134 1.3% 40% False False 426
40 10,445 9,570 875 8.6% 152 1.5% 73% False False 283
60 10,445 9,280 1,165 11.4% 140 1.4% 80% False False 204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,125
2.618 10,831
1.618 10,651
1.000 10,540
0.618 10,471
HIGH 10,360
0.618 10,291
0.500 10,270
0.382 10,249
LOW 10,180
0.618 10,069
1.000 10,000
1.618 9,889
2.618 9,709
4.250 9,415
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 10,270 10,313
PP 10,250 10,278
S1 10,229 10,244

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

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