mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 10,013 10,137 124 1.2% 10,166
High 10,145 10,266 121 1.2% 10,264
Low 10,005 10,103 98 1.0% 9,994
Close 10,137 10,224 87 0.9% 10,017
Range 140 163 23 16.4% 270
ATR 153 154 1 0.5% 0
Volume 189,885 121,767 -68,118 -35.9% 902,946
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 10,687 10,618 10,314
R3 10,524 10,455 10,269
R2 10,361 10,361 10,254
R1 10,292 10,292 10,239 10,327
PP 10,198 10,198 10,198 10,215
S1 10,129 10,129 10,209 10,164
S2 10,035 10,035 10,194
S3 9,872 9,966 10,179
S4 9,709 9,803 10,134
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,902 10,729 10,166
R3 10,632 10,459 10,091
R2 10,362 10,362 10,067
R1 10,189 10,189 10,042 10,141
PP 10,092 10,092 10,092 10,067
S1 9,919 9,919 9,992 9,871
S2 9,822 9,822 9,968
S3 9,552 9,649 9,943
S4 9,282 9,379 9,869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,266 9,994 272 2.7% 182 1.8% 85% True False 172,235
10 10,676 9,994 682 6.7% 196 1.9% 34% False False 169,835
20 10,687 9,994 693 6.8% 149 1.5% 33% False False 136,512
40 10,687 9,994 693 6.8% 132 1.3% 33% False False 94,970
60 10,687 9,663 1,024 10.0% 134 1.3% 55% False False 63,398
80 10,687 9,570 1,117 10.9% 139 1.4% 59% False False 47,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,959
2.618 10,693
1.618 10,530
1.000 10,429
0.618 10,367
HIGH 10,266
0.618 10,204
0.500 10,185
0.382 10,165
LOW 10,103
0.618 10,002
1.000 9,940
1.618 9,839
2.618 9,676
4.250 9,410
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 10,211 10,193
PP 10,198 10,161
S1 10,185 10,130

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

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