mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 10,368 10,366 -2 0.0% 10,109
High 10,434 10,414 -20 -0.2% 10,421
Low 10,352 10,251 -101 -1.0% 10,067
Close 10,374 10,299 -75 -0.7% 10,378
Range 82 163 81 98.8% 354
ATR 152 153 1 0.5% 0
Volume 121,653 79,563 -42,090 -34.6% 469,871
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 10,810 10,718 10,389
R3 10,647 10,555 10,344
R2 10,484 10,484 10,329
R1 10,392 10,392 10,314 10,357
PP 10,321 10,321 10,321 10,304
S1 10,229 10,229 10,284 10,194
S2 10,158 10,158 10,269
S3 9,995 10,066 10,254
S4 9,832 9,903 10,209
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 11,351 11,218 10,573
R3 10,997 10,864 10,475
R2 10,643 10,643 10,443
R1 10,510 10,510 10,411 10,577
PP 10,289 10,289 10,289 10,322
S1 10,156 10,156 10,346 10,223
S2 9,935 9,935 10,313
S3 9,581 9,802 10,281
S4 9,227 9,448 10,183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,434 10,232 202 2.0% 120 1.2% 33% False False 102,642
10 10,434 9,878 556 5.4% 152 1.5% 76% False False 126,253
20 10,434 9,791 643 6.2% 166 1.6% 79% False False 147,901
40 10,687 9,791 896 8.7% 145 1.4% 57% False False 122,934
60 10,687 9,791 896 8.7% 141 1.4% 57% False False 95,964
80 10,687 9,570 1,117 10.8% 143 1.4% 65% False False 72,022
100 10,687 9,280 1,407 13.7% 143 1.4% 72% False False 57,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,107
2.618 10,841
1.618 10,678
1.000 10,577
0.618 10,515
HIGH 10,414
0.618 10,352
0.500 10,333
0.382 10,313
LOW 10,251
0.618 10,150
1.000 10,088
1.618 9,987
2.618 9,824
4.250 9,558
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 10,333 10,343
PP 10,321 10,328
S1 10,310 10,314

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

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