mini-sized Dow ($5) Future September 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 10,652 10,755 103 1.0% 10,518
High 10,765 10,761 -4 0.0% 10,666
Low 10,652 10,702 50 0.5% 10,518
Close 10,765 10,723 -42 -0.4% 10,624
Range 113 59 -54 -47.8% 148
ATR 62 63 0 0.1% 0
Volume 60 7 -53 -88.3% 22
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,906 10,873 10,756
R3 10,847 10,814 10,739
R2 10,788 10,788 10,734
R1 10,755 10,755 10,729 10,742
PP 10,729 10,729 10,729 10,722
S1 10,696 10,696 10,718 10,683
S2 10,670 10,670 10,712
S3 10,611 10,637 10,707
S4 10,552 10,578 10,691
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 10,565 200 1.9% 80 0.7% 79% False False 17
10 10,765 10,440 325 3.0% 50 0.5% 87% False False 10
20 10,765 10,066 699 6.5% 31 0.3% 94% False False 9
40 10,765 9,775 990 9.2% 34 0.3% 96% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,012
2.618 10,916
1.618 10,857
1.000 10,820
0.618 10,798
HIGH 10,761
0.618 10,739
0.500 10,732
0.382 10,725
LOW 10,702
0.618 10,666
1.000 10,643
1.618 10,607
2.618 10,548
4.250 10,451
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 10,732 10,704
PP 10,729 10,684
S1 10,726 10,665

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

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