mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 10,276 10,343 67 0.7% 10,421
High 10,398 10,420 22 0.2% 10,510
Low 10,261 10,333 72 0.7% 10,201
Close 10,342 10,408 66 0.6% 10,271
Range 137 87 -50 -36.5% 309
ATR 135 132 -3 -2.5% 0
Volume 108,377 83,639 -24,738 -22.8% 500,928
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,648 10,615 10,456
R3 10,561 10,528 10,432
R2 10,474 10,474 10,424
R1 10,441 10,441 10,416 10,458
PP 10,387 10,387 10,387 10,395
S1 10,354 10,354 10,400 10,371
S2 10,300 10,300 10,392
S3 10,213 10,267 10,384
S4 10,126 10,180 10,360
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% 80% False False 101,335
10 10,510 10,170 340 3.3% 116 1.1% 70% False False 77,070
20 10,510 10,054 456 4.4% 134 1.3% 78% False False 38,845
40 10,510 9,570 940 9.0% 142 1.4% 89% False False 19,523
60 10,510 9,280 1,230 11.8% 143 1.4% 92% False False 13,042
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,790
2.618 10,648
1.618 10,561
1.000 10,507
0.618 10,474
HIGH 10,420
0.618 10,387
0.500 10,377
0.382 10,366
LOW 10,333
0.618 10,279
1.000 10,246
1.618 10,192
2.618 10,105
4.250 9,963
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 10,398 10,376
PP 10,387 10,343
S1 10,377 10,311

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

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