mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 10,573 10,592 19 0.2% 10,384
High 10,623 10,603 -20 -0.2% 10,579
Low 10,537 10,514 -23 -0.2% 10,384
Close 10,604 10,588 -16 -0.2% 10,566
Range 86 89 3 3.5% 195
ATR 109 107 -1 -1.2% 0
Volume 79,925 93,891 13,966 17.5% 436,154
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,835 10,801 10,637
R3 10,746 10,712 10,613
R2 10,657 10,657 10,604
R1 10,623 10,623 10,596 10,596
PP 10,568 10,568 10,568 10,555
S1 10,534 10,534 10,580 10,507
S2 10,479 10,479 10,572
S3 10,390 10,445 10,564
S4 10,301 10,356 10,539
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% 87 0.8% 80% False False 95,311
10 10,623 10,360 263 2.5% 95 0.9% 87% False False 73,111
20 10,623 10,201 422 4.0% 99 0.9% 92% False False 77,855
40 10,623 10,054 569 5.4% 118 1.1% 94% False False 41,060
60 10,623 9,570 1,053 9.9% 135 1.3% 97% False False 27,433
80 10,623 9,280 1,343 12.7% 132 1.2% 97% False False 20,587
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 21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,981
2.618 10,836
1.618 10,747
1.000 10,692
0.618 10,658
HIGH 10,603
0.618 10,569
0.500 10,559
0.382 10,548
LOW 10,514
0.618 10,459
1.000 10,425
1.618 10,370
2.618 10,281
4.250 10,136
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 10,578 10,579
PP 10,568 10,569
S1 10,559 10,560

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

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