mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 10,556 10,336 -220 -2.1% 10,561
High 10,591 10,375 -216 -2.0% 10,687
Low 10,327 10,111 -216 -2.1% 10,111
Close 10,338 10,151 -187 -1.8% 10,151
Range 264 264 0 0.0% 576
ATR 130 140 10 7.4% 0
Volume 157,058 208,152 51,094 32.5% 624,351
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,004 10,842 10,296
R3 10,740 10,578 10,224
R2 10,476 10,476 10,200
R1 10,314 10,314 10,175 10,263
PP 10,212 10,212 10,212 10,187
S1 10,050 10,050 10,127 9,999
S2 9,948 9,948 10,103
S3 9,684 9,786 10,079
S4 9,420 9,522 10,006
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 12,044 11,674 10,468
R3 11,468 11,098 10,310
R2 10,892 10,892 10,257
R1 10,522 10,522 10,204 10,419
PP 10,316 10,316 10,316 10,265
S1 9,946 9,946 10,098 9,843
S2 9,740 9,740 10,046
S3 9,164 9,370 9,993
S4 8,588 8,794 9,834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,687 10,111 576 5.7% 215 2.1% 7% False True 140,974
10 10,687 10,111 576 5.7% 150 1.5% 7% False True 123,142
20 10,687 10,111 576 5.7% 120 1.2% 7% False True 90,475
40 10,687 10,054 633 6.2% 127 1.3% 15% False False 64,660
60 10,687 9,570 1,117 11.0% 135 1.3% 52% False False 43,174
80 10,687 9,280 1,407 13.9% 137 1.4% 62% False False 32,400
Crabel Price Patterns
NR False
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 26
Fibonacci Retracements and Extensions
4.250 11,497
2.618 11,066
1.618 10,802
1.000 10,639
0.618 10,538
HIGH 10,375
0.618 10,274
0.500 10,243
0.382 10,212
LOW 10,111
0.618 9,948
1.000 9,847
1.618 9,684
2.618 9,420
4.250 8,989
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 10,243 10,394
PP 10,212 10,313
S1 10,182 10,232

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

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