mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	9,987	10,109	122	1.2%	9,954
High	10,129	10,140	11	0.1%	10,140
Low	9,940	9,951	11	0.1%	9,865
Close	10,110	10,117	7	0.1%	10,117
Range	189	189	0	0.0%	275
ATR	164	166	2	1.1%	0
Volume	132,693	138,599	5,906	4.5%	834,420

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,636	10,566	10,221
R3	10,447	10,377	10,169
R2	10,258	10,258	10,152
R1	10,188	10,188	10,134	10,223
PP	10,069	10,069	10,069	10,087
S1	9,999	9,999	10,100	10,034
S2	9,880	9,880	10,082
S3	9,691	9,810	10,065
S4	9,502	9,621	10,013

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,866	10,766	10,268
R3	10,591	10,491	10,193
R2	10,316	10,316	10,168
R1	10,216	10,216	10,142	10,266
PP	10,041	10,041	10,041	10,066
S1	9,941	9,941	10,092	9,991
S2	9,766	9,766	10,067
S3	9,491	9,666	10,042
S4	9,216	9,391	9,966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,140	9,865	275	2.7%	173	1.7%	92%	True	False	166,884
10	10,266	9,791	475	4.7%	175	1.7%	69%	False	False	159,759
20	10,687	9,791	896	8.9%	187	1.8%	36%	False	False	160,270
40	10,687	9,791	896	8.9%	142	1.4%	36%	False	False	120,417
60	10,687	9,791	896	8.9%	140	1.4%	36%	False	False	84,801
80	10,687	9,570	1,117	11.0%	146	1.4%	49%	False	False	63,646
100	10,687	9,280	1,407	13.9%	143	1.4%	59%	False	False	50,928

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	30

Fibonacci Retracements and Extensions
4.250	10,943
2.618	10,635
1.618	10,446
1.000	10,329
0.618	10,257
HIGH	10,140
0.618	10,068
0.500	10,046
0.382	10,023
LOW	9,951
0.618	9,834
1.000	9,762
1.618	9,645
2.618	9,456
4.250	9,148

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	10,093	10,089
PP	10,069	10,062
S1	10,046	10,034

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols