mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 10,485 10,384 -101 -1.0% 10,455
High 10,514 10,548 34 0.3% 10,526
Low 10,360 10,384 24 0.2% 10,360
Close 10,365 10,519 154 1.5% 10,365
Range 154 164 10 6.5% 166
ATR 114 119 5 4.3% 0
Volume 44,971 39,645 -5,326 -11.8% 142,006
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,976 10,911 10,609
R3 10,812 10,747 10,564
R2 10,648 10,648 10,549
R1 10,583 10,583 10,534 10,616
PP 10,484 10,484 10,484 10,500
S1 10,419 10,419 10,504 10,452
S2 10,320 10,320 10,489
S3 10,156 10,255 10,474
S4 9,992 10,091 10,429
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,915 10,806 10,456
R3 10,749 10,640 10,411
R2 10,583 10,583 10,396
R1 10,474 10,474 10,380 10,446
PP 10,417 10,417 10,417 10,403
S1 10,308 10,308 10,350 10,280
S2 10,251 10,251 10,335
S3 10,085 10,142 10,319
S4 9,919 9,976 10,274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,548 10,360 188 1.8% 101 1.0% 85% True False 36,330
10 10,548 10,201 347 3.3% 102 1.0% 92% True False 60,058
20 10,548 10,170 378 3.6% 115 1.1% 92% True False 53,428
40 10,548 9,663 885 8.4% 127 1.2% 97% True False 26,841
60 10,548 9,570 978 9.3% 136 1.3% 97% True False 17,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 11,245
2.618 10,977
1.618 10,813
1.000 10,712
0.618 10,649
HIGH 10,548
0.618 10,485
0.500 10,466
0.382 10,447
LOW 10,384
0.618 10,283
1.000 10,220
1.618 10,119
2.618 9,955
4.250 9,687
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 10,501 10,497
PP 10,484 10,476
S1 10,466 10,454

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

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