mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 10,129 10,210 81 0.8% 9,945
High 10,206 10,338 132 1.3% 10,245
Low 10,097 10,209 112 1.1% 9,911
Close 10,180 10,305 125 1.2% 10,180
Range 109 129 20 18.3% 334
ATR 150 151 1 0.4% 0
Volume 88 147 59 67.0% 1,284
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,671 10,617 10,376
R3 10,542 10,488 10,341
R2 10,413 10,413 10,329
R1 10,359 10,359 10,317 10,386
PP 10,284 10,284 10,284 10,298
S1 10,230 10,230 10,293 10,257
S2 10,155 10,155 10,281
S3 10,026 10,101 10,270
S4 9,897 9,972 10,234
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,114 10,981 10,364
R3 10,780 10,647 10,272
R2 10,446 10,446 10,241
R1 10,313 10,313 10,211 10,380
PP 10,112 10,112 10,112 10,145
S1 9,979 9,979 10,150 10,046
S2 9,778 9,778 10,119
S3 9,444 9,645 10,088
S4 9,110 9,311 9,996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,338 10,074 264 2.6% 110 1.1% 88% True False 242
10 10,338 9,570 768 7.5% 145 1.4% 96% True False 204
20 10,338 9,570 768 7.5% 166 1.6% 96% True False 182
40 10,338 9,280 1,058 10.3% 149 1.4% 97% True False 118
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,886
2.618 10,676
1.618 10,547
1.000 10,467
0.618 10,418
HIGH 10,338
0.618 10,289
0.500 10,274
0.382 10,258
LOW 10,209
0.618 10,129
1.000 10,080
1.618 10,000
2.618 9,871
4.250 9,661
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 10,295 10,272
PP 10,284 10,239
S1 10,274 10,206

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

View Archives - Comment on this page... - Back to Index of Symbols