mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 10,400 10,455 55 0.5% 10,276
High 10,472 10,494 22 0.2% 10,472
Low 10,397 10,429 32 0.3% 10,261
Close 10,466 10,487 21 0.2% 10,466
Range 75 65 -10 -13.3% 211
ATR 124 120 -4 -3.4% 0
Volume 48,436 20,864 -27,572 -56.9% 304,210
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,665 10,641 10,523
R3 10,600 10,576 10,505
R2 10,535 10,535 10,499
R1 10,511 10,511 10,493 10,523
PP 10,470 10,470 10,470 10,476
S1 10,446 10,446 10,481 10,458
S2 10,405 10,405 10,475
S3 10,340 10,381 10,469
S4 10,275 10,316 10,451
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,033 10,960 10,582
R3 10,822 10,749 10,524
R2 10,611 10,611 10,505
R1 10,538 10,538 10,485 10,575
PP 10,400 10,400 10,400 10,418
S1 10,327 10,327 10,447 10,364
S2 10,189 10,189 10,427
S3 9,978 10,116 10,408
S4 9,767 9,905 10,350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,494 10,261 233 2.2% 88 0.8% 97% True False 65,014
10 10,510 10,201 309 2.9% 103 1.0% 93% False False 82,600
20 10,510 10,170 340 3.2% 119 1.1% 93% False False 45,470
40 10,510 9,570 940 9.0% 135 1.3% 98% False False 22,836
60 10,510 9,280 1,230 11.7% 138 1.3% 98% False False 15,257
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 10,770
2.618 10,664
1.618 10,599
1.000 10,559
0.618 10,534
HIGH 10,494
0.618 10,469
0.500 10,462
0.382 10,454
LOW 10,429
0.618 10,389
1.000 10,364
1.618 10,324
2.618 10,259
4.250 10,153
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 10,479 10,470
PP 10,470 10,452
S1 10,462 10,435

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

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