mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	10,355	10,315	-40	-0.4%	10,368
High	10,355	10,354	-1	0.0%	10,434
Low	10,172	10,258	86	0.8%	10,172
Close	10,316	10,311	-5	0.0%	10,311
Range	183	96	-87	-47.5%	262
ATR	152	148	-4	-2.6%	0
Volume	109,736	147,608	37,872	34.5%	584,824

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,596	10,549	10,364
R3	10,500	10,453	10,338
R2	10,404	10,404	10,329
R1	10,357	10,357	10,320	10,333
PP	10,308	10,308	10,308	10,295
S1	10,261	10,261	10,302	10,237
S2	10,212	10,212	10,294
S3	10,116	10,165	10,285
S4	10,020	10,069	10,258

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,092	10,963	10,455
R3	10,830	10,701	10,383
R2	10,568	10,568	10,359
R1	10,439	10,439	10,335	10,373
PP	10,306	10,306	10,306	10,272
S1	10,177	10,177	10,287	10,111
S2	10,044	10,044	10,263
S3	9,782	9,915	10,239
S4	9,520	9,653	10,167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,434	10,172	262	2.5%	127	1.2%	53%	False	False	116,964
10	10,434	9,951	483	4.7%	136	1.3%	75%	False	False	119,329
20	10,434	9,791	643	6.2%	156	1.5%	81%	False	False	142,398
40	10,687	9,791	896	8.7%	150	1.4%	58%	False	False	129,930
60	10,687	9,791	896	8.7%	139	1.3%	58%	False	False	102,344
80	10,687	9,570	1,117	10.8%	140	1.4%	66%	False	False	76,812
100	10,687	9,362	1,325	12.9%	142	1.4%	72%	False	False	61,470

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,762
2.618	10,605
1.618	10,509
1.000	10,450
0.618	10,413
HIGH	10,354
0.618	10,317
0.500	10,306
0.382	10,295
LOW	10,258
0.618	10,199
1.000	10,162
1.618	10,103
2.618	10,007
4.250	9,850

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	10,309	10,299
PP	10,308	10,287
S1	10,306	10,276

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