mini-sized Dow ($5) Future September 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 10,575 10,652 77 0.7% 10,518
High 10,683 10,765 82 0.8% 10,666
Low 10,565 10,652 87 0.8% 10,518
Close 10,664 10,765 101 0.9% 10,624
Range 118 113 -5 -4.2% 148
ATR 59 62 4 6.6% 0
Volume 2 60 58 2,900.0% 22
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,066 11,029 10,827
R3 10,953 10,916 10,796
R2 10,840 10,840 10,786
R1 10,803 10,803 10,775 10,822
PP 10,727 10,727 10,727 10,737
S1 10,690 10,690 10,755 10,709
S2 10,614 10,614 10,744
S3 10,501 10,577 10,734
S4 10,388 10,464 10,703
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,047 10,983 10,706
R3 10,899 10,835 10,665
R2 10,751 10,751 10,651
R1 10,687 10,687 10,638 10,719
PP 10,603 10,603 10,603 10,619
S1 10,539 10,539 10,611 10,571
S2 10,455 10,455 10,597
S3 10,307 10,391 10,583
S4 10,159 10,243 10,543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,765 10,564 201 1.9% 82 0.8% 100% True False 16
10 10,765 10,440 325 3.0% 44 0.4% 100% True False 10
20 10,765 10,066 699 6.5% 28 0.3% 100% True False 9
40 10,765 9,775 990 9.2% 33 0.3% 100% True False 7
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 6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,245
2.618 11,061
1.618 10,948
1.000 10,878
0.618 10,835
HIGH 10,765
0.618 10,722
0.500 10,709
0.382 10,695
LOW 10,652
0.618 10,582
1.000 10,539
1.618 10,469
2.618 10,356
4.250 10,172
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 10,746 10,732
PP 10,727 10,698
S1 10,709 10,665

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

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