mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 10,434 10,399 -35 -0.3% 10,334
High 10,452 10,461 9 0.1% 10,425
Low 10,365 10,366 1 0.0% 10,170
Close 10,398 10,390 -8 -0.1% 10,423
Range 87 95 8 9.2% 255
ATR 136 133 -3 -2.1% 0
Volume 91,943 103,253 11,310 12.3% 80,636
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,691 10,635 10,442
R3 10,596 10,540 10,416
R2 10,501 10,501 10,408
R1 10,445 10,445 10,399 10,426
PP 10,406 10,406 10,406 10,396
S1 10,350 10,350 10,381 10,331
S2 10,311 10,311 10,373
S3 10,216 10,255 10,364
S4 10,121 10,160 10,338
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,104 11,019 10,563
R3 10,849 10,764 10,493
R2 10,594 10,594 10,470
R1 10,509 10,509 10,447 10,552
PP 10,339 10,339 10,339 10,361
S1 10,254 10,254 10,400 10,297
S2 10,084 10,084 10,376
S3 9,829 9,999 10,353
S4 9,574 9,744 10,283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,510 10,241 269 2.6% 105 1.0% 55% False False 73,033
10 10,510 10,170 340 3.3% 128 1.2% 65% False False 37,161
20 10,510 10,054 456 4.4% 135 1.3% 74% False False 18,716
40 10,510 9,570 940 9.0% 149 1.4% 87% False False 9,454
60 10,510 9,280 1,230 11.8% 144 1.4% 90% False False 6,321
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,865
2.618 10,710
1.618 10,615
1.000 10,556
0.618 10,520
HIGH 10,461
0.618 10,425
0.500 10,414
0.382 10,402
LOW 10,366
0.618 10,307
1.000 10,271
1.618 10,212
2.618 10,117
4.250 9,962
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 10,414 10,438
PP 10,406 10,422
S1 10,398 10,406

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

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