mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 10,662 10,725 63 0.6% 10,572
High 10,749 10,831 82 0.8% 10,757
Low 10,617 10,717 100 0.9% 10,508
Close 10,727 10,828 101 0.9% 10,687
Range 132 114 -18 -13.6% 249
ATR 110 111 0 0.2% 0
Volume 127,256 117,736 -9,520 -7.5% 520,181
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,134 11,095 10,891
R3 11,020 10,981 10,859
R2 10,906 10,906 10,849
R1 10,867 10,867 10,839 10,887
PP 10,792 10,792 10,792 10,802
S1 10,753 10,753 10,818 10,773
S2 10,678 10,678 10,807
S3 10,564 10,639 10,797
S4 10,450 10,525 10,765
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 10,831 10,616 215 2.0% 108 1.0% 99% True False 114,163
10 10,831 10,444 387 3.6% 93 0.9% 99% True False 83,403
20 10,831 10,110 721 6.7% 100 0.9% 100% True False 42,073
40 10,831 9,731 1,100 10.2% 131 1.2% 100% True False 21,115
60 10,831 9,731 1,100 10.2% 125 1.2% 100% True False 14,098
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 24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,316
2.618 11,130
1.618 11,016
1.000 10,945
0.618 10,902
HIGH 10,831
0.618 10,788
0.500 10,774
0.382 10,761
LOW 10,717
0.618 10,647
1.000 10,603
1.618 10,533
2.618 10,419
4.250 10,233
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 10,810 10,793
PP 10,792 10,759
S1 10,774 10,724

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

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