mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 10,561 10,665 104 1.0% 10,573
High 10,687 10,676 -11 -0.1% 10,679
Low 10,519 10,467 -52 -0.5% 10,508
Close 10,670 10,557 -113 -1.1% 10,563
Range 168 209 41 24.4% 171
ATR 113 120 7 6.1% 0
Volume 140,591 118,550 -22,041 -15.7% 494,797
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,194 11,084 10,672
R3 10,985 10,875 10,615
R2 10,776 10,776 10,595
R1 10,666 10,666 10,576 10,617
PP 10,567 10,567 10,567 10,542
S1 10,457 10,457 10,538 10,408
S2 10,358 10,358 10,519
S3 10,149 10,248 10,500
S4 9,940 10,039 10,442
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,096 11,001 10,657
R3 10,925 10,830 10,610
R2 10,754 10,754 10,594
R1 10,659 10,659 10,579 10,621
PP 10,583 10,583 10,583 10,565
S1 10,488 10,488 10,547 10,450
S2 10,412 10,412 10,532
S3 10,241 10,317 10,516
S4 10,070 10,146 10,469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,687 10,467 220 2.1% 142 1.3% 41% False True 116,024
10 10,687 10,451 236 2.2% 114 1.1% 45% False False 105,667
20 10,687 10,261 426 4.0% 105 1.0% 69% False False 81,815
40 10,687 10,054 633 6.0% 121 1.1% 79% False False 55,543
60 10,687 9,570 1,117 10.6% 133 1.3% 88% False False 37,091
80 10,687 9,280 1,407 13.3% 134 1.3% 91% False False 27,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 11,564
2.618 11,223
1.618 11,014
1.000 10,885
0.618 10,805
HIGH 10,676
0.618 10,596
0.500 10,572
0.382 10,547
LOW 10,467
0.618 10,338
1.000 10,258
1.618 10,129
2.618 9,920
4.250 9,579
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 10,572 10,577
PP 10,567 10,570
S1 10,562 10,564

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

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