mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 10,149 10,140 -9 -0.1% 10,561
High 10,236 10,205 -31 -0.3% 10,687
Low 10,054 10,055 1 0.0% 10,111
Close 10,138 10,195 57 0.6% 10,151
Range 182 150 -32 -17.6% 576
ATR 142 142 1 0.4% 0
Volume 139,820 164,295 24,475 17.5% 624,351
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,602 10,548 10,278
R3 10,452 10,398 10,236
R2 10,302 10,302 10,223
R1 10,248 10,248 10,209 10,275
PP 10,152 10,152 10,152 10,165
S1 10,098 10,098 10,181 10,125
S2 10,002 10,002 10,168
S3 9,852 9,948 10,154
S4 9,702 9,798 10,113
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 10,591 10,054 537 5.3% 197 1.9% 26% False False 176,585
10 10,687 10,054 633 6.2% 170 1.7% 22% False False 146,304
20 10,687 10,054 633 6.2% 133 1.3% 22% False False 109,708
40 10,687 10,054 633 6.2% 126 1.2% 22% False False 77,589
60 10,687 9,570 1,117 11.0% 134 1.3% 56% False False 51,793
80 10,687 9,280 1,407 13.8% 136 1.3% 65% False False 38,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,843
2.618 10,598
1.618 10,448
1.000 10,355
0.618 10,298
HIGH 10,205
0.618 10,148
0.500 10,130
0.382 10,112
LOW 10,055
0.618 9,962
1.000 9,905
1.618 9,812
2.618 9,662
4.250 9,418
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 10,173 10,181
PP 10,152 10,166
S1 10,130 10,152

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

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