mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 10,403 10,400 -3 0.0% 10,421
High 10,450 10,472 22 0.2% 10,510
Low 10,375 10,397 22 0.2% 10,201
Close 10,404 10,466 62 0.6% 10,271
Range 75 75 0 0.0% 309
ATR 128 124 -4 -2.9% 0
Volume 63,758 48,436 -15,322 -24.0% 500,928
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,670 10,643 10,507
R3 10,595 10,568 10,487
R2 10,520 10,520 10,480
R1 10,493 10,493 10,473 10,507
PP 10,445 10,445 10,445 10,452
S1 10,418 10,418 10,459 10,432
S2 10,370 10,370 10,452
S3 10,295 10,343 10,446
S4 10,220 10,268 10,425
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 10,472 10,201 271 2.6% 104 1.0% 98% True False 83,787
10 10,510 10,201 309 3.0% 106 1.0% 86% False False 87,130
20 10,510 10,054 456 4.4% 134 1.3% 90% False False 44,429
40 10,510 9,570 940 9.0% 139 1.3% 95% False False 22,318
60 10,510 9,280 1,230 11.8% 141 1.3% 96% False False 14,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Fibonacci Retracements and Extensions
4.250 10,791
2.618 10,668
1.618 10,593
1.000 10,547
0.618 10,518
HIGH 10,472
0.618 10,443
0.500 10,435
0.382 10,426
LOW 10,397
0.618 10,351
1.000 10,322
1.618 10,276
2.618 10,201
4.250 10,078
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 10,456 10,445
PP 10,445 10,424
S1 10,435 10,403

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

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