mini-sized Dow ($5) Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 10,825 10,852 27 0.2% 10,662
High 10,879 10,854 -25 -0.2% 10,894
Low 10,805 10,771 -34 -0.3% 10,617
Close 10,854 10,797 -57 -0.5% 10,798
Range 74 83 9 12.2% 277
ATR 102 100 -1 -1.3% 0
Volume 83,141 96,893 13,752 16.5% 621,172
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,056 11,010 10,843
R3 10,973 10,927 10,820
R2 10,890 10,890 10,812
R1 10,844 10,844 10,805 10,826
PP 10,807 10,807 10,807 10,798
S1 10,761 10,761 10,790 10,743
S2 10,724 10,724 10,782
S3 10,641 10,678 10,774
S4 10,558 10,595 10,751
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,601 11,476 10,950
R3 11,324 11,199 10,874
R2 11,047 11,047 10,849
R1 10,922 10,922 10,824 10,985
PP 10,770 10,770 10,770 10,801
S1 10,645 10,645 10,773 10,708
S2 10,493 10,493 10,747
S3 10,216 10,368 10,722
S4 9,939 10,091 10,646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,894 10,753 141 1.3% 86 0.8% 31% False False 114,296
10 10,894 10,617 277 2.6% 95 0.9% 65% False False 114,154
20 10,894 10,290 604 5.6% 94 0.9% 84% False False 76,135
40 10,894 9,731 1,163 10.8% 117 1.1% 92% False False 38,211
60 10,894 9,731 1,163 10.8% 124 1.2% 92% False False 25,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,207
2.618 11,071
1.618 10,988
1.000 10,937
0.618 10,905
HIGH 10,854
0.618 10,822
0.500 10,813
0.382 10,803
LOW 10,771
0.618 10,720
1.000 10,688
1.618 10,637
2.618 10,554
4.250 10,418
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 10,813 10,825
PP 10,807 10,816
S1 10,802 10,806

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

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