mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 10,268 10,276 8 0.1% 10,421
High 10,348 10,398 50 0.5% 10,510
Low 10,201 10,261 60 0.6% 10,201
Close 10,271 10,342 71 0.7% 10,271
Range 147 137 -10 -6.8% 309
ATR 135 135 0 0.1% 0
Volume 114,726 108,377 -6,349 -5.5% 500,928
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,745 10,680 10,417
R3 10,608 10,543 10,380
R2 10,471 10,471 10,367
R1 10,406 10,406 10,355 10,439
PP 10,334 10,334 10,334 10,350
S1 10,269 10,269 10,330 10,302
S2 10,197 10,197 10,317
S3 10,060 10,132 10,304
S4 9,923 9,995 10,267
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 10,461 10,201 260 2.5% 123 1.2% 54% False False 102,996
10 10,510 10,170 340 3.3% 125 1.2% 51% False False 68,851
20 10,510 10,054 456 4.4% 139 1.3% 63% False False 34,671
40 10,510 9,570 940 9.1% 145 1.4% 82% False False 17,437
60 10,510 9,280 1,230 11.9% 145 1.4% 86% False False 11,648
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,980
2.618 10,757
1.618 10,620
1.000 10,535
0.618 10,483
HIGH 10,398
0.618 10,346
0.500 10,330
0.382 10,313
LOW 10,261
0.618 10,176
1.000 10,124
1.618 10,039
2.618 9,902
4.250 9,679
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 10,338 10,328
PP 10,334 10,314
S1 10,330 10,300

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

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