mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 10,520 10,514 -6 -0.1% 10,455
High 10,538 10,544 6 0.1% 10,526
Low 10,455 10,479 24 0.2% 10,360
Close 10,515 10,516 1 0.0% 10,365
Range 83 65 -18 -21.7% 166
ATR 117 113 -4 -3.2% 0
Volume 93,770 93,287 -483 -0.5% 142,006
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,708 10,677 10,552
R3 10,643 10,612 10,534
R2 10,578 10,578 10,528
R1 10,547 10,547 10,522 10,563
PP 10,513 10,513 10,513 10,521
S1 10,482 10,482 10,510 10,498
S2 10,448 10,448 10,504
S3 10,383 10,417 10,498
S4 10,318 10,352 10,480
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% 107 1.0% 83% False False 62,673
10 10,548 10,333 215 2.0% 89 0.8% 85% False False 56,454
20 10,548 10,170 378 3.6% 107 1.0% 92% False False 62,652
40 10,548 9,911 637 6.1% 122 1.2% 95% False False 31,509
60 10,548 9,570 978 9.3% 135 1.3% 97% False False 21,049
80 10,548 9,280 1,268 12.1% 132 1.3% 97% False False 15,798
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,820
2.618 10,714
1.618 10,649
1.000 10,609
0.618 10,584
HIGH 10,544
0.618 10,519
0.500 10,512
0.382 10,504
LOW 10,479
0.618 10,439
1.000 10,414
1.618 10,374
2.618 10,309
4.250 10,203
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 10,515 10,499
PP 10,513 10,483
S1 10,512 10,466

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

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