mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 10,514 10,518 4 0.0% 10,455
High 10,544 10,560 16 0.2% 10,526
Low 10,479 10,451 -28 -0.3% 10,360
Close 10,516 10,545 29 0.3% 10,365
Range 65 109 44 67.7% 166
ATR 113 113 0 -0.3% 0
Volume 93,287 97,172 3,885 4.2% 142,006
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,846 10,804 10,605
R3 10,737 10,695 10,575
R2 10,628 10,628 10,565
R1 10,586 10,586 10,555 10,607
PP 10,519 10,519 10,519 10,529
S1 10,477 10,477 10,535 10,498
S2 10,410 10,410 10,525
S3 10,301 10,368 10,515
S4 10,192 10,259 10,485
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 10,560 10,360 200 1.9% 115 1.1% 93% True False 73,769
10 10,560 10,360 200 1.9% 91 0.9% 93% True False 57,807
20 10,560 10,170 390 3.7% 103 1.0% 96% True False 67,439
40 10,560 10,054 506 4.8% 119 1.1% 97% True False 33,932
60 10,560 9,570 990 9.4% 136 1.3% 98% True False 22,668
80 10,560 9,280 1,280 12.1% 131 1.2% 99% True False 17,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,023
2.618 10,845
1.618 10,736
1.000 10,669
0.618 10,627
HIGH 10,560
0.618 10,518
0.500 10,506
0.382 10,493
LOW 10,451
0.618 10,384
1.000 10,342
1.618 10,275
2.618 10,166
4.250 9,988
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 10,532 10,532
PP 10,519 10,519
S1 10,506 10,506

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

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