mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 10,572 10,575 3 0.0% 10,500
High 10,582 10,632 50 0.5% 10,600
Low 10,508 10,559 51 0.5% 10,442
Close 10,576 10,624 48 0.5% 10,573
Range 74 73 -1 -1.4% 158
ATR 114 111 -3 -2.6% 0
Volume 95,422 98,936 3,514 3.7% 71,430
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,824 10,797 10,664
R3 10,751 10,724 10,644
R2 10,678 10,678 10,638
R1 10,651 10,651 10,631 10,665
PP 10,605 10,605 10,605 10,612
S1 10,578 10,578 10,617 10,592
S2 10,532 10,532 10,611
S3 10,459 10,505 10,604
S4 10,386 10,432 10,584
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 10,632 10,444 188 1.8% 78 0.7% 96% True False 52,643
10 10,632 10,290 342 3.2% 93 0.9% 98% True False 26,826
20 10,632 10,110 522 4.9% 102 1.0% 98% True False 13,588
40 10,632 9,731 901 8.5% 142 1.3% 99% True False 6,859
60 10,632 9,731 901 8.5% 122 1.2% 99% True False 4,586
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,942
2.618 10,823
1.618 10,750
1.000 10,705
0.618 10,677
HIGH 10,632
0.618 10,604
0.500 10,596
0.382 10,587
LOW 10,559
0.618 10,514
1.000 10,486
1.618 10,441
2.618 10,368
4.250 10,249
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 10,615 10,606
PP 10,605 10,588
S1 10,596 10,570

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

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