mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 10,717 10,662 -55 -0.5% 10,572
High 10,757 10,749 -8 -0.1% 10,757
Low 10,632 10,617 -15 -0.1% 10,508
Close 10,687 10,727 40 0.4% 10,687
Range 125 132 7 5.6% 249
ATR 109 110 2 1.5% 0
Volume 106,096 127,256 21,160 19.9% 520,181
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,094 11,042 10,800
R3 10,962 10,910 10,763
R2 10,830 10,830 10,751
R1 10,778 10,778 10,739 10,804
PP 10,698 10,698 10,698 10,711
S1 10,646 10,646 10,715 10,672
S2 10,566 10,566 10,703
S3 10,434 10,514 10,691
S4 10,302 10,382 10,655
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 10,559 198 1.8% 100 0.9% 85% False False 110,403
10 10,757 10,442 315 2.9% 92 0.9% 90% False False 71,758
20 10,757 10,110 647 6.0% 102 1.0% 95% False False 36,193
40 10,757 9,731 1,026 9.6% 131 1.2% 97% False False 18,173
60 10,757 9,731 1,026 9.6% 124 1.2% 97% False False 12,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,310
2.618 11,095
1.618 10,963
1.000 10,881
0.618 10,831
HIGH 10,749
0.618 10,699
0.500 10,683
0.382 10,668
LOW 10,617
0.618 10,536
1.000 10,485
1.618 10,404
2.618 10,272
4.250 10,056
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 10,712 10,714
PP 10,698 10,700
S1 10,683 10,687

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

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