mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 10,548 10,573 25 0.2% 10,384
High 10,579 10,623 44 0.4% 10,579
Low 10,496 10,537 41 0.4% 10,384
Close 10,566 10,604 38 0.4% 10,566
Range 83 86 3 3.6% 195
ATR 111 109 -2 -1.6% 0
Volume 112,280 79,925 -32,355 -28.8% 436,154
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,846 10,811 10,651
R3 10,760 10,725 10,628
R2 10,674 10,674 10,620
R1 10,639 10,639 10,612 10,657
PP 10,588 10,588 10,588 10,597
S1 10,553 10,553 10,596 10,571
S2 10,502 10,502 10,588
S3 10,416 10,467 10,580
S4 10,330 10,381 10,557
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 10,623 10,451 172 1.6% 85 0.8% 89% True False 95,286
10 10,623 10,360 263 2.5% 93 0.9% 93% True False 65,808
20 10,623 10,201 422 4.0% 99 0.9% 95% True False 76,469
40 10,623 10,054 569 5.4% 119 1.1% 97% True False 38,720
60 10,623 9,570 1,053 9.9% 135 1.3% 98% True False 25,870
80 10,623 9,280 1,343 12.7% 132 1.2% 99% True False 19,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,989
2.618 10,848
1.618 10,762
1.000 10,709
0.618 10,676
HIGH 10,623
0.618 10,590
0.500 10,580
0.382 10,570
LOW 10,537
0.618 10,484
1.000 10,451
1.618 10,398
2.618 10,312
4.250 10,172
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 10,596 10,582
PP 10,588 10,559
S1 10,580 10,537

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

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