mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 10,538 10,560 22 0.2% 10,324
High 10,606 10,597 -9 -0.1% 10,561
Low 10,500 10,520 20 0.2% 10,324
Close 10,564 10,565 1 0.0% 10,545
Range 106 77 -29 -27.4% 237
ATR 125 122 -3 -2.8% 0
Volume 78,556 107,360 28,804 36.7% 477,414
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,792 10,755 10,607
R3 10,715 10,678 10,586
R2 10,638 10,638 10,579
R1 10,601 10,601 10,572 10,620
PP 10,561 10,561 10,561 10,570
S1 10,524 10,524 10,558 10,543
S2 10,484 10,484 10,551
S3 10,407 10,447 10,544
S4 10,330 10,370 10,523
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% 91 0.9% 84% False False 100,607
10 10,606 10,172 434 4.1% 98 0.9% 91% False False 103,934
20 10,606 9,928 678 6.4% 119 1.1% 94% False False 114,603
40 10,687 9,791 896 8.5% 147 1.4% 86% False False 134,411
60 10,687 9,791 896 8.5% 131 1.2% 86% False False 115,097
80 10,687 9,791 896 8.5% 133 1.3% 86% False False 86,565
100 10,687 9,570 1,117 10.6% 140 1.3% 89% False False 69,286
120 10,687 9,280 1,407 13.3% 137 1.3% 91% False False 57,747
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,924
2.618 10,799
1.618 10,722
1.000 10,674
0.618 10,645
HIGH 10,597
0.618 10,568
0.500 10,559
0.382 10,550
LOW 10,520
0.618 10,473
1.000 10,443
1.618 10,396
2.618 10,319
4.250 10,193
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 10,563 10,561
PP 10,561 10,557
S1 10,559 10,553

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

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