mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 10,518 10,548 30 0.3% 10,384
High 10,560 10,579 19 0.2% 10,579
Low 10,451 10,496 45 0.4% 10,384
Close 10,545 10,566 21 0.2% 10,566
Range 109 83 -26 -23.9% 195
ATR 113 111 -2 -1.9% 0
Volume 97,172 112,280 15,108 15.5% 436,154
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,796 10,764 10,612
R3 10,713 10,681 10,589
R2 10,630 10,630 10,581
R1 10,598 10,598 10,574 10,614
PP 10,547 10,547 10,547 10,555
S1 10,515 10,515 10,559 10,531
S2 10,464 10,464 10,551
S3 10,381 10,432 10,543
S4 10,298 10,349 10,520
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,095 11,025 10,673
R3 10,900 10,830 10,620
R2 10,705 10,705 10,602
R1 10,635 10,635 10,584 10,670
PP 10,510 10,510 10,510 10,527
S1 10,440 10,440 10,548 10,475
S2 10,315 10,315 10,530
S3 10,120 10,245 10,513
S4 9,925 10,050 10,459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,579 10,384 195 1.8% 101 1.0% 93% True False 87,230
10 10,579 10,360 219 2.1% 92 0.9% 94% True False 62,659
20 10,579 10,201 378 3.6% 102 1.0% 97% True False 72,947
40 10,579 10,054 525 5.0% 119 1.1% 98% True False 36,729
60 10,579 9,570 1,009 9.5% 136 1.3% 99% True False 24,539
80 10,579 9,280 1,299 12.3% 132 1.2% 99% True False 18,416
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,932
2.618 10,796
1.618 10,713
1.000 10,662
0.618 10,630
HIGH 10,579
0.618 10,547
0.500 10,538
0.382 10,528
LOW 10,496
0.618 10,445
1.000 10,413
1.618 10,362
2.618 10,279
4.250 10,143
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 10,557 10,549
PP 10,547 10,532
S1 10,538 10,515

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

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