mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 10,569 10,608 39 0.4% 10,544
High 10,612 10,659 47 0.4% 10,659
Low 10,505 10,595 90 0.9% 10,500
Close 10,610 10,635 25 0.2% 10,635
Range 107 64 -43 -40.2% 159
ATR 121 117 -4 -3.4% 0
Volume 111,082 75,718 -35,364 -31.8% 491,389
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,822 10,792 10,670
R3 10,758 10,728 10,653
R2 10,694 10,694 10,647
R1 10,664 10,664 10,641 10,679
PP 10,630 10,630 10,630 10,637
S1 10,600 10,600 10,629 10,615
S2 10,566 10,566 10,623
S3 10,502 10,536 10,618
S4 10,438 10,472 10,600
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,075 11,014 10,723
R3 10,916 10,855 10,679
R2 10,757 10,757 10,664
R1 10,696 10,696 10,650 10,727
PP 10,598 10,598 10,598 10,613
S1 10,537 10,537 10,621 10,568
S2 10,439 10,439 10,606
S3 10,280 10,378 10,591
S4 10,121 10,219 10,548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,659 10,500 159 1.5% 80 0.8% 85% True False 98,277
10 10,659 10,324 335 3.1% 87 0.8% 93% True False 96,880
20 10,659 9,951 708 6.7% 112 1.0% 97% True False 108,104
40 10,687 9,791 896 8.4% 147 1.4% 94% False False 133,562
60 10,687 9,791 896 8.4% 130 1.2% 94% False False 115,535
80 10,687 9,791 896 8.4% 132 1.2% 94% False False 88,896
100 10,687 9,570 1,117 10.5% 139 1.3% 95% False False 71,152
120 10,687 9,280 1,407 13.2% 137 1.3% 96% False False 59,302
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,931
2.618 10,827
1.618 10,763
1.000 10,723
0.618 10,699
HIGH 10,659
0.618 10,635
0.500 10,627
0.382 10,620
LOW 10,595
0.618 10,556
1.000 10,531
1.618 10,492
2.618 10,428
4.250 10,323
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 10,632 10,617
PP 10,630 10,600
S1 10,627 10,582

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

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