mini-sized Dow ($5) Future June 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 10,623 10,663 40 0.4% 10,500
High 10,706 10,722 16 0.1% 10,600
Low 10,616 10,643 27 0.3% 10,442
Close 10,663 10,717 54 0.5% 10,573
Range 90 79 -11 -12.2% 158
ATR 110 107 -2 -2.0% 0
Volume 113,839 105,888 -7,951 -7.0% 71,430
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,931 10,903 10,761
R3 10,852 10,824 10,739
R2 10,773 10,773 10,732
R1 10,745 10,745 10,724 10,759
PP 10,694 10,694 10,694 10,701
S1 10,666 10,666 10,710 10,680
S2 10,615 10,615 10,703
S3 10,536 10,587 10,695
S4 10,457 10,508 10,674
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 10,722 10,508 214 2.0% 76 0.7% 98% True False 95,398
10 10,722 10,371 351 3.3% 92 0.9% 99% True False 48,638
20 10,722 10,110 612 5.7% 100 0.9% 99% True False 24,553
40 10,722 9,731 991 9.2% 137 1.3% 99% True False 12,346
60 10,722 9,731 991 9.2% 122 1.1% 99% True False 8,247
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 22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,058
2.618 10,929
1.618 10,850
1.000 10,801
0.618 10,771
HIGH 10,722
0.618 10,692
0.500 10,683
0.382 10,673
LOW 10,643
0.618 10,594
1.000 10,564
1.618 10,515
2.618 10,436
4.250 10,307
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 10,706 10,692
PP 10,694 10,666
S1 10,683 10,641

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

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