mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 10,665 10,556 -109 -1.0% 10,573
High 10,676 10,591 -85 -0.8% 10,679
Low 10,467 10,327 -140 -1.3% 10,508
Close 10,557 10,338 -219 -2.1% 10,563
Range 209 264 55 26.3% 171
ATR 120 130 10 8.6% 0
Volume 118,550 157,058 38,508 32.5% 494,797
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,211 11,038 10,483
R3 10,947 10,774 10,411
R2 10,683 10,683 10,387
R1 10,510 10,510 10,362 10,465
PP 10,419 10,419 10,419 10,396
S1 10,246 10,246 10,314 10,201
S2 10,155 10,155 10,290
S3 9,891 9,982 10,266
S4 9,627 9,718 10,193
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 10,327 360 3.5% 176 1.7% 3% False True 122,059
10 10,687 10,327 360 3.5% 134 1.3% 3% False True 112,044
20 10,687 10,327 360 3.5% 112 1.1% 3% False True 84,249
40 10,687 10,054 633 6.1% 125 1.2% 45% False False 59,460
60 10,687 9,570 1,117 10.8% 134 1.3% 69% False False 39,707
80 10,687 9,280 1,407 13.6% 136 1.3% 75% False False 29,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 11,713
2.618 11,282
1.618 11,018
1.000 10,855
0.618 10,754
HIGH 10,591
0.618 10,490
0.500 10,459
0.382 10,428
LOW 10,327
0.618 10,164
1.000 10,063
1.618 9,900
2.618 9,636
4.250 9,205
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 10,459 10,507
PP 10,419 10,451
S1 10,378 10,394

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

View Archives - Comment on this page... - Back to Index of Symbols