mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 10,267 10,344 77 0.7% 10,334
High 10,384 10,425 41 0.4% 10,425
Low 10,241 10,339 98 1.0% 10,170
Close 10,342 10,423 81 0.8% 10,423
Range 143 86 -57 -39.9% 255
ATR 145 141 -4 -2.9% 0
Volume 9,487 66,163 56,676 597.4% 80,636
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,654 10,624 10,470
R3 10,568 10,538 10,447
R2 10,482 10,482 10,439
R1 10,452 10,452 10,431 10,467
PP 10,396 10,396 10,396 10,403
S1 10,366 10,366 10,415 10,381
S2 10,310 10,310 10,407
S3 10,224 10,280 10,399
S4 10,138 10,194 10,376
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,104 11,019 10,563
R3 10,849 10,764 10,493
R2 10,594 10,594 10,470
R1 10,509 10,509 10,447 10,552
PP 10,339 10,339 10,339 10,361
S1 10,254 10,254 10,400 10,297
S2 10,084 10,084 10,376
S3 9,829 9,999 10,353
S4 9,574 9,744 10,283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,425 10,170 255 2.4% 124 1.2% 99% True False 16,127
10 10,445 10,170 275 2.6% 136 1.3% 92% False False 8,341
20 10,445 10,054 391 3.8% 136 1.3% 94% False False 4,266
40 10,445 9,570 875 8.4% 153 1.5% 97% False False 2,221
60 10,445 9,280 1,165 11.2% 143 1.4% 98% False False 1,497
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 30
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 10,791
2.618 10,650
1.618 10,564
1.000 10,511
0.618 10,478
HIGH 10,425
0.618 10,392
0.500 10,382
0.382 10,372
LOW 10,339
0.618 10,286
1.000 10,253
1.618 10,200
2.618 10,114
4.250 9,974
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 10,409 10,381
PP 10,396 10,339
S1 10,382 10,298

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

View Archives - Comment on this page... - Back to Index of Symbols