mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 10,421 10,434 13 0.1% 10,334
High 10,510 10,452 -58 -0.6% 10,425
Low 10,395 10,365 -30 -0.3% 10,170
Close 10,437 10,398 -39 -0.4% 10,423
Range 115 87 -28 -24.3% 255
ATR 139 136 -4 -2.7% 0
Volume 94,322 91,943 -2,379 -2.5% 80,636
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,666 10,619 10,446
R3 10,579 10,532 10,422
R2 10,492 10,492 10,414
R1 10,445 10,445 10,406 10,425
PP 10,405 10,405 10,405 10,395
S1 10,358 10,358 10,390 10,338
S2 10,318 10,318 10,382
S3 10,231 10,271 10,374
S4 10,144 10,184 10,350
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 10,510 10,170 340 3.3% 108 1.0% 67% False False 52,805
10 10,510 10,170 340 3.3% 127 1.2% 67% False False 26,867
20 10,510 10,054 456 4.4% 134 1.3% 75% False False 13,567
40 10,510 9,570 940 9.0% 150 1.4% 88% False False 6,874
60 10,510 9,280 1,230 11.8% 144 1.4% 91% False False 4,601
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,822
2.618 10,680
1.618 10,593
1.000 10,539
0.618 10,506
HIGH 10,452
0.618 10,419
0.500 10,409
0.382 10,398
LOW 10,365
0.618 10,311
1.000 10,278
1.618 10,224
2.618 10,137
4.250 9,995
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 10,409 10,425
PP 10,405 10,416
S1 10,402 10,407

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

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