mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 10,544 10,538 -6 -0.1% 10,324
High 10,579 10,606 27 0.3% 10,561
Low 10,532 10,500 -32 -0.3% 10,324
Close 10,538 10,564 26 0.2% 10,545
Range 47 106 59 125.5% 237
ATR 127 125 -1 -1.2% 0
Volume 118,673 78,556 -40,117 -33.8% 477,414
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,875 10,825 10,622
R3 10,769 10,719 10,593
R2 10,663 10,663 10,584
R1 10,613 10,613 10,574 10,638
PP 10,557 10,557 10,557 10,569
S1 10,507 10,507 10,554 10,532
S2 10,451 10,451 10,545
S3 10,345 10,401 10,535
S4 10,239 10,295 10,506
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 10,606 10,351 255 2.4% 94 0.9% 84% True False 97,103
10 10,606 10,172 434 4.1% 102 1.0% 90% True False 105,825
20 10,606 9,878 728 6.9% 127 1.2% 94% True False 116,039
40 10,687 9,791 896 8.5% 147 1.4% 86% False False 133,725
60 10,687 9,791 896 8.5% 132 1.2% 86% False False 113,466
80 10,687 9,791 896 8.5% 133 1.3% 86% False False 85,227
100 10,687 9,570 1,117 10.6% 140 1.3% 89% False False 68,213
120 10,687 9,280 1,407 13.3% 137 1.3% 91% False False 56,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,057
2.618 10,884
1.618 10,778
1.000 10,712
0.618 10,672
HIGH 10,606
0.618 10,566
0.500 10,553
0.382 10,541
LOW 10,500
0.618 10,435
1.000 10,394
1.618 10,329
2.618 10,223
4.250 10,050
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 10,560 10,548
PP 10,557 10,532
S1 10,553 10,517

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

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