mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 10,384 10,520 136 1.3% 10,455
High 10,548 10,538 -10 -0.1% 10,526
Low 10,384 10,455 71 0.7% 10,360
Close 10,519 10,515 -4 0.0% 10,365
Range 164 83 -81 -49.4% 166
ATR 119 117 -3 -2.2% 0
Volume 39,645 93,770 54,125 136.5% 142,006
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,752 10,716 10,561
R3 10,669 10,633 10,538
R2 10,586 10,586 10,530
R1 10,550 10,550 10,523 10,527
PP 10,503 10,503 10,503 10,491
S1 10,467 10,467 10,508 10,444
S2 10,420 10,420 10,500
S3 10,337 10,384 10,492
S4 10,254 10,301 10,469
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% 104 1.0% 82% False False 50,911
10 10,548 10,261 287 2.7% 96 0.9% 89% False False 57,963
20 10,548 10,170 378 3.6% 109 1.0% 91% False False 58,059
40 10,548 9,816 732 7.0% 123 1.2% 95% False False 29,179
60 10,548 9,570 978 9.3% 136 1.3% 97% False False 19,496
80 10,548 9,280 1,268 12.1% 132 1.3% 97% False False 14,632
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,891
2.618 10,755
1.618 10,672
1.000 10,621
0.618 10,589
HIGH 10,538
0.618 10,506
0.500 10,497
0.382 10,487
LOW 10,455
0.618 10,404
1.000 10,372
1.618 10,321
2.618 10,238
4.250 10,102
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 10,509 10,495
PP 10,503 10,474
S1 10,497 10,454

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

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