mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 10,395 10,384 -11 -0.1% 10,368
High 10,458 10,440 -18 -0.2% 10,434
Low 10,364 10,351 -13 -0.1% 10,172
Close 10,387 10,431 44 0.4% 10,311
Range 94 89 -5 -5.3% 262
ATR 136 133 -3 -2.5% 0
Volume 89,843 105,116 15,273 17.0% 584,824
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,674 10,642 10,480
R3 10,585 10,553 10,456
R2 10,496 10,496 10,447
R1 10,464 10,464 10,439 10,480
PP 10,407 10,407 10,407 10,416
S1 10,375 10,375 10,423 10,391
S2 10,318 10,318 10,415
S3 10,229 10,286 10,407
S4 10,140 10,197 10,382
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 10,458 10,258 200 1.9% 87 0.8% 87% False False 106,338
10 10,458 10,172 286 2.7% 112 1.1% 91% False False 107,108
20 10,458 9,791 667 6.4% 144 1.4% 96% False False 129,359
40 10,687 9,791 896 8.6% 146 1.4% 71% False False 134,030
60 10,687 9,791 896 8.6% 134 1.3% 71% False False 108,706
80 10,687 9,791 896 8.6% 135 1.3% 71% False False 81,604
100 10,687 9,570 1,117 10.7% 140 1.3% 77% False False 65,309
120 10,687 9,280 1,407 13.5% 137 1.3% 82% False False 54,431
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,818
2.618 10,673
1.618 10,584
1.000 10,529
0.618 10,495
HIGH 10,440
0.618 10,406
0.500 10,396
0.382 10,385
LOW 10,351
0.618 10,296
1.000 10,262
1.618 10,207
2.618 10,118
4.250 9,973
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 10,419 10,422
PP 10,407 10,413
S1 10,396 10,405

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

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