mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 10,592 10,589 -3 0.0% 10,384
High 10,603 10,656 53 0.5% 10,579
Low 10,514 10,561 47 0.4% 10,384
Close 10,588 10,628 40 0.4% 10,566
Range 89 95 6 6.7% 195
ATR 107 107 -1 -0.8% 0
Volume 93,891 126,885 32,994 35.1% 436,154
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,900 10,859 10,680
R3 10,805 10,764 10,654
R2 10,710 10,710 10,646
R1 10,669 10,669 10,637 10,690
PP 10,615 10,615 10,615 10,625
S1 10,574 10,574 10,619 10,595
S2 10,520 10,520 10,611
S3 10,425 10,479 10,602
S4 10,330 10,384 10,576
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 10,656 10,451 205 1.9% 93 0.9% 86% True False 102,030
10 10,656 10,360 296 2.8% 100 0.9% 91% True False 82,352
20 10,656 10,201 455 4.3% 98 0.9% 94% True False 79,483
40 10,656 10,054 602 5.7% 117 1.1% 95% True False 44,230
60 10,656 9,570 1,086 10.2% 134 1.3% 97% True False 29,546
80 10,656 9,280 1,376 12.9% 132 1.2% 98% True False 22,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 11,060
2.618 10,905
1.618 10,810
1.000 10,751
0.618 10,715
HIGH 10,656
0.618 10,620
0.500 10,609
0.382 10,597
LOW 10,561
0.618 10,502
1.000 10,466
1.618 10,407
2.618 10,312
4.250 10,157
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 10,622 10,614
PP 10,615 10,599
S1 10,609 10,585

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

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