mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 10,725 10,827 102 1.0% 10,572
High 10,831 10,829 -2 0.0% 10,757
Low 10,717 10,762 45 0.4% 10,508
Close 10,828 10,787 -41 -0.4% 10,687
Range 114 67 -47 -41.2% 249
ATR 111 107 -3 -2.8% 0
Volume 117,736 113,084 -4,652 -4.0% 520,181
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,994 10,957 10,824
R3 10,927 10,890 10,806
R2 10,860 10,860 10,799
R1 10,823 10,823 10,793 10,808
PP 10,793 10,793 10,793 10,785
S1 10,756 10,756 10,781 10,741
S2 10,726 10,726 10,775
S3 10,659 10,689 10,769
S4 10,592 10,622 10,750
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 10,617 214 2.0% 104 1.0% 79% False False 114,012
10 10,831 10,444 387 3.6% 92 0.9% 89% False False 94,572
20 10,831 10,110 721 6.7% 98 0.9% 94% False False 47,714
40 10,831 9,731 1,100 10.2% 128 1.2% 96% False False 23,940
60 10,831 9,731 1,100 10.2% 125 1.2% 96% False False 15,983
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,114
2.618 11,005
1.618 10,938
1.000 10,896
0.618 10,871
HIGH 10,829
0.618 10,804
0.500 10,796
0.382 10,788
LOW 10,762
0.618 10,721
1.000 10,695
1.618 10,654
2.618 10,587
4.250 10,477
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 10,796 10,766
PP 10,793 10,745
S1 10,790 10,724

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

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