mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 10,673 10,561 -112 -1.0% 10,573
High 10,679 10,687 8 0.1% 10,679
Low 10,508 10,519 11 0.1% 10,508
Close 10,563 10,670 107 1.0% 10,563
Range 171 168 -3 -1.8% 171
ATR 109 113 4 3.9% 0
Volume 80,520 140,591 60,071 74.6% 494,797
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,129 11,068 10,763
R3 10,961 10,900 10,716
R2 10,793 10,793 10,701
R1 10,732 10,732 10,686 10,763
PP 10,625 10,625 10,625 10,641
S1 10,564 10,564 10,655 10,595
S2 10,457 10,457 10,639
S3 10,289 10,396 10,624
S4 10,121 10,228 10,578
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 10,687 10,508 179 1.7% 118 1.1% 91% True False 111,092
10 10,687 10,451 236 2.2% 102 1.0% 93% True False 103,189
20 10,687 10,201 486 4.6% 102 1.0% 97% True False 81,624
40 10,687 10,054 633 5.9% 120 1.1% 97% True False 52,582
60 10,687 9,570 1,117 10.5% 132 1.2% 98% True False 35,120
80 10,687 9,280 1,407 13.2% 134 1.3% 99% True False 26,355
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,401
2.618 11,127
1.618 10,959
1.000 10,855
0.618 10,791
HIGH 10,687
0.618 10,623
0.500 10,603
0.382 10,583
LOW 10,519
0.618 10,415
1.000 10,351
1.618 10,247
2.618 10,079
4.250 9,805
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 10,648 10,646
PP 10,625 10,622
S1 10,603 10,598

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

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