mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 10,343 10,403 60 0.6% 10,421
High 10,420 10,450 30 0.3% 10,510
Low 10,333 10,375 42 0.4% 10,201
Close 10,408 10,404 -4 0.0% 10,271
Range 87 75 -12 -13.8% 309
ATR 132 128 -4 -3.1% 0
Volume 83,639 63,758 -19,881 -23.8% 500,928
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,635 10,594 10,445
R3 10,560 10,519 10,425
R2 10,485 10,485 10,418
R1 10,444 10,444 10,411 10,465
PP 10,410 10,410 10,410 10,420
S1 10,369 10,369 10,397 10,390
S2 10,335 10,335 10,390
S3 10,260 10,294 10,384
S4 10,185 10,219 10,363
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 10,450 10,201 249 2.4% 119 1.1% 82% True False 93,436
10 10,510 10,201 309 3.0% 112 1.1% 66% False False 83,235
20 10,510 10,054 456 4.4% 133 1.3% 77% False False 42,023
40 10,510 9,570 940 9.0% 141 1.4% 89% False False 21,111
60 10,510 9,280 1,230 11.8% 142 1.4% 91% False False 14,103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 10,769
2.618 10,646
1.618 10,571
1.000 10,525
0.618 10,496
HIGH 10,450
0.618 10,421
0.500 10,413
0.382 10,404
LOW 10,375
0.618 10,329
1.000 10,300
1.618 10,254
2.618 10,179
4.250 10,056
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 10,413 10,388
PP 10,410 10,372
S1 10,407 10,356

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

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