mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 10,560 10,569 9 0.1% 10,324
High 10,597 10,612 15 0.1% 10,561
Low 10,520 10,505 -15 -0.1% 10,324
Close 10,565 10,610 45 0.4% 10,545
Range 77 107 30 39.0% 237
ATR 122 121 -1 -0.9% 0
Volume 107,360 111,082 3,722 3.5% 477,414
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,897 10,860 10,669
R3 10,790 10,753 10,640
R2 10,683 10,683 10,630
R1 10,646 10,646 10,620 10,665
PP 10,576 10,576 10,576 10,585
S1 10,539 10,539 10,600 10,558
S2 10,469 10,469 10,591
S3 10,362 10,432 10,581
S4 10,255 10,325 10,551
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 10,612 10,427 185 1.7% 94 0.9% 99% True False 101,800
10 10,612 10,258 354 3.3% 91 0.9% 99% True False 104,069
20 10,612 9,940 672 6.3% 118 1.1% 100% True False 110,953
40 10,687 9,791 896 8.4% 147 1.4% 91% False False 134,841
60 10,687 9,791 896 8.4% 131 1.2% 91% False False 115,846
80 10,687 9,791 896 8.4% 132 1.2% 91% False False 87,951
100 10,687 9,570 1,117 10.5% 140 1.3% 93% False False 70,396
120 10,687 9,280 1,407 13.3% 137 1.3% 95% False False 58,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,067
2.618 10,892
1.618 10,785
1.000 10,719
0.618 10,678
HIGH 10,612
0.618 10,571
0.500 10,559
0.382 10,546
LOW 10,505
0.618 10,439
1.000 10,398
1.618 10,332
2.618 10,225
4.250 10,050
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 10,593 10,592
PP 10,576 10,574
S1 10,559 10,556

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

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