mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 10,686 10,729 43 0.4% 10,544
High 10,768 10,786 18 0.2% 10,659
Low 10,679 10,708 29 0.3% 10,500
Close 10,726 10,780 54 0.5% 10,635
Range 89 78 -11 -12.4% 159
ATR 109 107 -2 -2.0% 0
Volume 36,672 21,795 -14,877 -40.6% 491,389
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,992 10,964 10,823
R3 10,914 10,886 10,802
R2 10,836 10,836 10,794
R1 10,808 10,808 10,787 10,822
PP 10,758 10,758 10,758 10,765
S1 10,730 10,730 10,773 10,744
S2 10,680 10,680 10,766
S3 10,602 10,652 10,759
S4 10,524 10,574 10,737
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 10,786 10,569 217 2.0% 76 0.7% 97% True False 42,110
10 10,786 10,427 359 3.3% 85 0.8% 98% True False 71,955
20 10,786 10,172 614 5.7% 98 0.9% 99% True False 89,531
40 10,786 9,791 995 9.2% 139 1.3% 99% True False 125,601
60 10,786 9,791 995 9.2% 128 1.2% 99% True False 111,006
80 10,786 9,791 995 9.2% 130 1.2% 99% True False 90,572
100 10,786 9,570 1,216 11.3% 135 1.3% 100% True False 72,495
120 10,786 9,280 1,506 14.0% 136 1.3% 100% True False 60,424
Crabel Price Patterns
NR True
NR4 False
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 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,118
2.618 10,990
1.618 10,912
1.000 10,864
0.618 10,834
HIGH 10,786
0.618 10,756
0.500 10,747
0.382 10,738
LOW 10,708
0.618 10,660
1.000 10,630
1.618 10,582
2.618 10,504
4.250 10,377
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 10,769 10,755
PP 10,758 10,729
S1 10,747 10,704

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

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