mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 10,575 10,623 48 0.5% 10,500
High 10,632 10,706 74 0.7% 10,600
Low 10,559 10,616 57 0.5% 10,442
Close 10,624 10,663 39 0.4% 10,573
Range 73 90 17 23.3% 158
ATR 111 110 -2 -1.4% 0
Volume 98,936 113,839 14,903 15.1% 71,430
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,932 10,887 10,713
R3 10,842 10,797 10,688
R2 10,752 10,752 10,680
R1 10,707 10,707 10,671 10,730
PP 10,662 10,662 10,662 10,673
S1 10,617 10,617 10,655 10,640
S2 10,572 10,572 10,647
S3 10,482 10,527 10,638
S4 10,392 10,437 10,614
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 10,706 10,444 262 2.5% 81 0.8% 84% True False 75,132
10 10,706 10,290 416 3.9% 93 0.9% 90% True False 38,116
20 10,706 10,110 596 5.6% 103 1.0% 93% True False 19,264
40 10,706 9,731 975 9.1% 140 1.3% 96% True False 9,703
60 10,706 9,731 975 9.1% 122 1.1% 96% True False 6,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,089
2.618 10,942
1.618 10,852
1.000 10,796
0.618 10,762
HIGH 10,706
0.618 10,672
0.500 10,661
0.382 10,651
LOW 10,616
0.618 10,561
1.000 10,526
1.618 10,471
2.618 10,381
4.250 10,234
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 10,662 10,644
PP 10,662 10,626
S1 10,661 10,607

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

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