mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 10,399 10,386 -13 -0.1% 10,334
High 10,461 10,396 -65 -0.6% 10,425
Low 10,366 10,246 -120 -1.2% 10,170
Close 10,390 10,272 -118 -1.1% 10,423
Range 95 150 55 57.9% 255
ATR 133 134 1 0.9% 0
Volume 103,253 96,684 -6,569 -6.4% 80,636
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,755 10,663 10,355
R3 10,605 10,513 10,313
R2 10,455 10,455 10,300
R1 10,363 10,363 10,286 10,334
PP 10,305 10,305 10,305 10,290
S1 10,213 10,213 10,258 10,184
S2 10,155 10,155 10,245
S3 10,005 10,063 10,231
S4 9,855 9,913 10,190
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 10,246 264 2.6% 107 1.0% 10% False True 90,473
10 10,510 10,170 340 3.3% 127 1.2% 30% False False 46,797
20 10,510 10,054 456 4.4% 138 1.3% 48% False False 23,540
40 10,510 9,570 940 9.2% 147 1.4% 75% False False 11,868
60 10,510 9,280 1,230 12.0% 144 1.4% 81% False False 7,932
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 26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 11,034
2.618 10,789
1.618 10,639
1.000 10,546
0.618 10,489
HIGH 10,396
0.618 10,339
0.500 10,321
0.382 10,303
LOW 10,246
0.618 10,153
1.000 10,096
1.618 10,003
2.618 9,853
4.250 9,609
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 10,321 10,354
PP 10,305 10,326
S1 10,288 10,299

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

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