mini-sized Dow ($5) Future June 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 10,663 10,717 54 0.5% 10,572
High 10,722 10,757 35 0.3% 10,757
Low 10,643 10,632 -11 -0.1% 10,508
Close 10,717 10,687 -30 -0.3% 10,687
Range 79 125 46 58.2% 249
ATR 107 109 1 1.2% 0
Volume 105,888 106,096 208 0.2% 520,181
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,067 11,002 10,756
R3 10,942 10,877 10,722
R2 10,817 10,817 10,710
R1 10,752 10,752 10,699 10,722
PP 10,692 10,692 10,692 10,677
S1 10,627 10,627 10,676 10,597
S2 10,567 10,567 10,664
S3 10,442 10,502 10,653
S4 10,317 10,377 10,618
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,398 11,291 10,824
R3 11,149 11,042 10,756
R2 10,900 10,900 10,733
R1 10,793 10,793 10,710 10,847
PP 10,651 10,651 10,651 10,677
S1 10,544 10,544 10,664 10,598
S2 10,402 10,402 10,641
S3 10,153 10,295 10,619
S4 9,904 10,046 10,550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,757 10,508 249 2.3% 88 0.8% 72% True False 104,036
10 10,757 10,442 315 2.9% 92 0.9% 78% True False 59,161
20 10,757 10,110 647 6.1% 100 0.9% 89% True False 29,853
40 10,757 9,731 1,026 9.6% 134 1.3% 93% True False 14,996
60 10,757 9,731 1,026 9.6% 123 1.1% 93% True False 10,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 11,288
2.618 11,084
1.618 10,959
1.000 10,882
0.618 10,834
HIGH 10,757
0.618 10,709
0.500 10,695
0.382 10,680
LOW 10,632
0.618 10,555
1.000 10,507
1.618 10,430
2.618 10,305
4.250 10,101
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 10,695 10,687
PP 10,692 10,687
S1 10,690 10,687

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

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