mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 10,140 10,188 48 0.5% 10,561
High 10,205 10,264 59 0.6% 10,687
Low 10,055 10,005 -50 -0.5% 10,111
Close 10,195 10,062 -133 -1.3% 10,151
Range 150 259 109 72.7% 576
ATR 142 151 8 5.9% 0
Volume 164,295 189,543 25,248 15.4% 624,351
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,887 10,734 10,205
R3 10,628 10,475 10,133
R2 10,369 10,369 10,110
R1 10,216 10,216 10,086 10,163
PP 10,110 10,110 10,110 10,084
S1 9,957 9,957 10,038 9,904
S2 9,851 9,851 10,015
S3 9,592 9,698 9,991
S4 9,333 9,439 9,920
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 10,375 10,005 370 3.7% 196 1.9% 15% False True 183,082
10 10,687 10,005 682 6.8% 186 1.8% 8% False True 152,570
20 10,687 10,005 682 6.8% 143 1.4% 8% False True 117,461
40 10,687 10,005 682 6.8% 130 1.3% 8% False True 82,317
60 10,687 9,570 1,117 11.1% 134 1.3% 44% False False 54,950
80 10,687 9,362 1,325 13.2% 138 1.4% 53% False False 41,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,365
2.618 10,942
1.618 10,683
1.000 10,523
0.618 10,424
HIGH 10,264
0.618 10,165
0.500 10,135
0.382 10,104
LOW 10,005
0.618 9,845
1.000 9,746
1.618 9,586
2.618 9,327
4.250 8,904
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 10,135 10,135
PP 10,110 10,110
S1 10,086 10,086

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

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