mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 10,386 10,268 -118 -1.1% 10,421
High 10,396 10,348 -48 -0.5% 10,510
Low 10,246 10,201 -45 -0.4% 10,201
Close 10,272 10,271 -1 0.0% 10,271
Range 150 147 -3 -2.0% 309
ATR 134 135 1 0.7% 0
Volume 96,684 114,726 18,042 18.7% 500,928
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,714 10,640 10,352
R3 10,567 10,493 10,312
R2 10,420 10,420 10,298
R1 10,346 10,346 10,285 10,383
PP 10,273 10,273 10,273 10,292
S1 10,199 10,199 10,258 10,236
S2 10,126 10,126 10,244
S3 9,979 10,052 10,231
S4 9,832 9,905 10,190
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,254 11,072 10,441
R3 10,945 10,763 10,356
R2 10,636 10,636 10,328
R1 10,454 10,454 10,299 10,391
PP 10,327 10,327 10,327 10,296
S1 10,145 10,145 10,243 10,082
S2 10,018 10,018 10,214
S3 9,709 9,836 10,186
S4 9,400 9,527 10,101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,510 10,201 309 3.0% 119 1.2% 23% False True 100,185
10 10,510 10,170 340 3.3% 121 1.2% 30% False False 58,156
20 10,510 10,054 456 4.4% 137 1.3% 48% False False 29,272
40 10,510 9,570 940 9.2% 146 1.4% 75% False False 14,729
60 10,510 9,280 1,230 12.0% 144 1.4% 81% False False 9,843
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 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,973
2.618 10,733
1.618 10,586
1.000 10,495
0.618 10,439
HIGH 10,348
0.618 10,292
0.500 10,275
0.382 10,257
LOW 10,201
0.618 10,110
1.000 10,054
1.618 9,963
2.618 9,816
4.250 9,576
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 10,275 10,331
PP 10,273 10,311
S1 10,272 10,291

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

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