mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 10,544 10,572 28 0.3% 10,500
High 10,594 10,582 -12 -0.1% 10,600
Low 10,532 10,508 -24 -0.2% 10,442
Close 10,573 10,576 3 0.0% 10,573
Range 62 74 12 19.4% 158
ATR 117 114 -3 -2.6% 0
Volume 62,908 95,422 32,514 51.7% 71,430
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,777 10,751 10,617
R3 10,703 10,677 10,596
R2 10,629 10,629 10,590
R1 10,603 10,603 10,583 10,616
PP 10,555 10,555 10,555 10,562
S1 10,529 10,529 10,569 10,542
S2 10,481 10,481 10,563
S3 10,407 10,455 10,556
S4 10,333 10,381 10,535
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,012 10,951 10,660
R3 10,854 10,793 10,617
R2 10,696 10,696 10,602
R1 10,635 10,635 10,588 10,666
PP 10,538 10,538 10,538 10,554
S1 10,477 10,477 10,559 10,508
S2 10,380 10,380 10,544
S3 10,222 10,319 10,530
S4 10,064 10,161 10,486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,594 10,442 152 1.4% 84 0.8% 88% False False 33,114
10 10,600 10,290 310 2.9% 93 0.9% 92% False False 17,014
20 10,600 10,008 592 5.6% 107 1.0% 96% False False 8,654
40 10,622 9,731 891 8.4% 141 1.3% 95% False False 4,387
60 10,622 9,731 891 8.4% 122 1.2% 95% False False 2,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,897
2.618 10,776
1.618 10,702
1.000 10,656
0.618 10,628
HIGH 10,582
0.618 10,554
0.500 10,545
0.382 10,536
LOW 10,508
0.618 10,462
1.000 10,434
1.618 10,388
2.618 10,314
4.250 10,194
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 10,566 10,557
PP 10,555 10,538
S1 10,545 10,519

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

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