mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 9,898 9,775 -123 -1.2% 9,824
High 9,963 9,837 -126 -1.3% 10,011
Low 9,737 9,728 -9 -0.1% 9,785
Close 9,782 9,775 -7 -0.1% 9,872
Range 226 109 -117 -51.8% 226
ATR 144 142 -3 -1.7% 0
Volume 172 265 93 54.1% 615
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,107 10,050 9,835
R3 9,998 9,941 9,805
R2 9,889 9,889 9,795
R1 9,832 9,832 9,785 9,830
PP 9,780 9,780 9,780 9,779
S1 9,723 9,723 9,765 9,721
S2 9,671 9,671 9,755
S3 9,562 9,614 9,745
S4 9,453 9,505 9,715
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,567 10,446 9,996
R3 10,341 10,220 9,934
R2 10,115 10,115 9,914
R1 9,994 9,994 9,893 10,055
PP 9,889 9,889 9,889 9,920
S1 9,768 9,768 9,851 9,829
S2 9,663 9,663 9,831
S3 9,437 9,542 9,810
S4 9,211 9,316 9,748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,007 9,728 279 2.9% 186 1.9% 17% False True 181
10 10,011 9,728 283 2.9% 159 1.6% 17% False True 130
20 10,011 9,280 731 7.5% 146 1.5% 68% False False 88
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 31
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,300
2.618 10,122
1.618 10,013
1.000 9,946
0.618 9,904
HIGH 9,837
0.618 9,795
0.500 9,783
0.382 9,770
LOW 9,728
0.618 9,661
1.000 9,619
1.618 9,552
2.618 9,443
4.250 9,265
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 9,783 9,868
PP 9,780 9,837
S1 9,778 9,806

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

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