mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 10,226 10,240 14 0.1% 10,166
High 10,261 10,255 -6 -0.1% 10,264
Low 10,187 9,955 -232 -2.3% 9,994
Close 10,241 9,979 -262 -2.6% 10,017
Range 74 300 226 305.4% 270
ATR 148 159 11 7.3% 0
Volume 137,521 112,524 -24,997 -18.2% 902,946
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 10,963 10,771 10,144
R3 10,663 10,471 10,062
R2 10,363 10,363 10,034
R1 10,171 10,171 10,007 10,117
PP 10,063 10,063 10,063 10,036
S1 9,871 9,871 9,952 9,817
S2 9,763 9,763 9,924
S3 9,463 9,571 9,897
S4 9,163 9,271 9,814
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 9,955 311 3.1% 175 1.8% 8% False True 151,476
10 10,375 9,955 420 4.2% 186 1.9% 6% False True 167,279
20 10,687 9,955 732 7.3% 160 1.6% 3% False True 139,662
40 10,687 9,955 732 7.3% 133 1.3% 3% False True 101,157
60 10,687 9,911 776 7.8% 134 1.3% 9% False False 67,560
80 10,687 9,570 1,117 11.2% 141 1.4% 37% False False 50,702
100 10,687 9,280 1,407 14.1% 138 1.4% 50% False False 40,571
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 48
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 11,530
2.618 11,041
1.618 10,741
1.000 10,555
0.618 10,441
HIGH 10,255
0.618 10,141
0.500 10,105
0.382 10,070
LOW 9,955
0.618 9,770
1.000 9,655
1.618 9,470
2.618 9,170
4.250 8,680
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 10,105 10,111
PP 10,063 10,067
S1 10,021 10,023

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

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