mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	10,729	10,780	51	0.5%	10,635
High	10,786	10,851	65	0.6%	10,851
Low	10,708	10,775	67	0.6%	10,569
Close	10,780	10,851	71	0.7%	10,851
Range	78	76	-2	-2.6%	282
ATR	107	105	-2	-2.1%	0
Volume	21,795	15,538	-6,257	-28.7%	150,370

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,054	11,028	10,893
R3	10,978	10,952	10,872
R2	10,902	10,902	10,865
R1	10,876	10,876	10,858	10,889
PP	10,826	10,826	10,826	10,832
S1	10,800	10,800	10,844	10,813
S2	10,750	10,750	10,837
S3	10,674	10,724	10,830
S4	10,598	10,648	10,809

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,603	11,509	11,006
R3	11,321	11,227	10,929
R2	11,039	11,039	10,903
R1	10,945	10,945	10,877	10,992
PP	10,757	10,757	10,757	10,781
S1	10,663	10,663	10,825	10,710
S2	10,475	10,475	10,799
S3	10,193	10,381	10,774
S4	9,911	10,099	10,696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,851	10,569	282	2.6%	78	0.7%	100%	True	False	30,074
10	10,851	10,500	351	3.2%	79	0.7%	100%	True	False	64,175
20	10,851	10,172	679	6.3%	95	0.9%	100%	True	False	85,199
40	10,851	9,791	1,060	9.8%	134	1.2%	100%	True	False	122,063
60	10,851	9,791	1,060	9.8%	127	1.2%	100%	True	False	109,459
80	10,851	9,791	1,060	9.8%	130	1.2%	100%	True	False	90,762
100	10,851	9,570	1,281	11.8%	134	1.2%	100%	True	False	72,650
120	10,851	9,280	1,571	14.5%	136	1.2%	100%	True	False	60,553

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 3 trading days

Fibonacci Retracements and Extensions
4.250	11,174
2.618	11,050
1.618	10,974
1.000	10,927
0.618	10,898
HIGH	10,851
0.618	10,822
0.500	10,813
0.382	10,804
LOW	10,775
0.618	10,728
1.000	10,699
1.618	10,652
2.618	10,576
4.250	10,452

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	10,838	10,822
PP	10,826	10,794
S1	10,813	10,765

Download as Excel Spreadsheet

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

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