mini-sized Dow ($5) Future September 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 10,720 10,758 38 0.4% 10,575
High 10,824 10,765 -59 -0.5% 10,824
Low 10,711 10,718 7 0.1% 10,565
Close 10,727 10,734 7 0.1% 10,734
Range 113 47 -66 -58.4% 259
ATR 66 65 -1 -2.1% 0
Volume 9 17 8 88.9% 95
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,880 10,854 10,760
R3 10,833 10,807 10,747
R2 10,786 10,786 10,743
R1 10,760 10,760 10,738 10,750
PP 10,739 10,739 10,739 10,734
S1 10,713 10,713 10,730 10,703
S2 10,692 10,692 10,726
S3 10,645 10,666 10,721
S4 10,598 10,619 10,708
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,485 11,368 10,877
R3 11,226 11,109 10,805
R2 10,967 10,967 10,782
R1 10,850 10,850 10,758 10,909
PP 10,708 10,708 10,708 10,737
S1 10,591 10,591 10,710 10,650
S2 10,449 10,449 10,687
S3 10,190 10,332 10,663
S4 9,931 10,073 10,592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,824 10,565 259 2.4% 90 0.8% 65% False False 19
10 10,824 10,518 306 2.9% 63 0.6% 71% False False 11
20 10,824 10,265 559 5.2% 33 0.3% 84% False False 9
40 10,824 9,775 1,049 9.8% 34 0.3% 91% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,965
2.618 10,888
1.618 10,841
1.000 10,812
0.618 10,794
HIGH 10,765
0.618 10,747
0.500 10,742
0.382 10,736
LOW 10,718
0.618 10,689
1.000 10,671
1.618 10,642
2.618 10,595
4.250 10,518
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 10,742 10,763
PP 10,739 10,753
S1 10,737 10,744

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

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