mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 10,626 10,673 47 0.4% 10,573
High 10,672 10,679 7 0.1% 10,679
Low 10,604 10,508 -96 -0.9% 10,508
Close 10,663 10,563 -100 -0.9% 10,563
Range 68 171 103 151.5% 171
ATR 104 109 5 4.6% 0
Volume 113,576 80,520 -33,056 -29.1% 494,797
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,096 11,001 10,657
R3 10,925 10,830 10,610
R2 10,754 10,754 10,594
R1 10,659 10,659 10,579 10,621
PP 10,583 10,583 10,583 10,565
S1 10,488 10,488 10,547 10,450
S2 10,412 10,412 10,532
S3 10,241 10,317 10,516
S4 10,070 10,146 10,469
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,096 11,001 10,657
R3 10,925 10,830 10,610
R2 10,754 10,754 10,594
R1 10,659 10,659 10,579 10,621
PP 10,583 10,583 10,583 10,565
S1 10,488 10,488 10,547 10,450
S2 10,412 10,412 10,532
S3 10,241 10,317 10,516
S4 10,070 10,146 10,469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,679 10,508 171 1.6% 102 1.0% 32% True True 98,959
10 10,679 10,384 295 2.8% 101 1.0% 61% True False 93,095
20 10,679 10,201 478 4.5% 101 1.0% 76% True False 79,428
40 10,679 10,054 625 5.9% 118 1.1% 81% True False 49,072
60 10,679 9,570 1,109 10.5% 133 1.3% 90% True False 32,779
80 10,679 9,280 1,399 13.2% 134 1.3% 92% True False 24,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 11,406
2.618 11,127
1.618 10,956
1.000 10,850
0.618 10,785
HIGH 10,679
0.618 10,614
0.500 10,594
0.382 10,573
LOW 10,508
0.618 10,402
1.000 10,337
1.618 10,231
2.618 10,060
4.250 9,781
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 10,594 10,594
PP 10,583 10,583
S1 10,573 10,573

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

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