mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 10,384 10,430 46 0.4% 10,324
High 10,440 10,561 121 1.2% 10,561
Low 10,351 10,427 76 0.7% 10,324
Close 10,431 10,545 114 1.1% 10,545
Range 89 134 45 50.6% 237
ATR 133 133 0 0.1% 0
Volume 105,116 93,330 -11,786 -11.2% 477,414
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,913 10,863 10,619
R3 10,779 10,729 10,582
R2 10,645 10,645 10,570
R1 10,595 10,595 10,557 10,620
PP 10,511 10,511 10,511 10,524
S1 10,461 10,461 10,533 10,486
S2 10,377 10,377 10,521
S3 10,243 10,327 10,508
S4 10,109 10,193 10,471
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,188 11,103 10,675
R3 10,951 10,866 10,610
R2 10,714 10,714 10,589
R1 10,629 10,629 10,567 10,672
PP 10,477 10,477 10,477 10,498
S1 10,392 10,392 10,523 10,435
S2 10,240 10,240 10,502
S3 10,003 10,155 10,480
S4 9,766 9,918 10,415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,561 10,324 237 2.2% 95 0.9% 93% True False 95,482
10 10,561 10,172 389 3.7% 111 1.0% 96% True False 106,223
20 10,561 9,791 770 7.3% 136 1.3% 98% True False 128,400
40 10,687 9,791 896 8.5% 148 1.4% 84% False False 134,031
60 10,687 9,791 896 8.5% 134 1.3% 84% False False 110,238
80 10,687 9,791 896 8.5% 135 1.3% 84% False False 82,770
100 10,687 9,570 1,117 10.6% 140 1.3% 87% False False 66,242
120 10,687 9,280 1,407 13.3% 137 1.3% 90% False False 55,209
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,131
2.618 10,912
1.618 10,778
1.000 10,695
0.618 10,644
HIGH 10,561
0.618 10,510
0.500 10,494
0.382 10,478
LOW 10,427
0.618 10,344
1.000 10,293
1.618 10,210
2.618 10,076
4.250 9,858
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 10,528 10,515
PP 10,511 10,486
S1 10,494 10,456

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

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