mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 10,589 10,626 37 0.3% 10,384
High 10,656 10,672 16 0.2% 10,579
Low 10,561 10,604 43 0.4% 10,384
Close 10,628 10,663 35 0.3% 10,566
Range 95 68 -27 -28.4% 195
ATR 107 104 -3 -2.6% 0
Volume 126,885 113,576 -13,309 -10.5% 436,154
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,850 10,825 10,701
R3 10,782 10,757 10,682
R2 10,714 10,714 10,676
R1 10,689 10,689 10,669 10,702
PP 10,646 10,646 10,646 10,653
S1 10,621 10,621 10,657 10,634
S2 10,578 10,578 10,651
S3 10,510 10,553 10,644
S4 10,442 10,485 10,626
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 10,672 10,496 176 1.7% 84 0.8% 95% True False 105,311
10 10,672 10,360 312 2.9% 100 0.9% 97% True False 89,540
20 10,672 10,201 471 4.4% 97 0.9% 98% True False 80,565
40 10,672 10,054 618 5.8% 116 1.1% 99% True False 47,066
60 10,672 9,570 1,102 10.3% 133 1.2% 99% True False 31,438
80 10,672 9,280 1,392 13.1% 132 1.2% 99% True False 23,592
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,961
2.618 10,850
1.618 10,782
1.000 10,740
0.618 10,714
HIGH 10,672
0.618 10,646
0.500 10,638
0.382 10,630
LOW 10,604
0.618 10,562
1.000 10,536
1.618 10,494
2.618 10,426
4.250 10,315
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 10,655 10,640
PP 10,646 10,616
S1 10,638 10,593

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

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