mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 10,635 10,637 2 0.0% 10,544
High 10,644 10,693 49 0.5% 10,659
Low 10,569 10,622 53 0.5% 10,500
Close 10,638 10,686 48 0.5% 10,635
Range 75 71 -4 -5.3% 159
ATR 114 111 -3 -2.7% 0
Volume 43,270 33,095 -10,175 -23.5% 491,389
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,880 10,854 10,725
R3 10,809 10,783 10,706
R2 10,738 10,738 10,699
R1 10,712 10,712 10,693 10,725
PP 10,667 10,667 10,667 10,674
S1 10,641 10,641 10,680 10,654
S2 10,596 10,596 10,673
S3 10,525 10,570 10,667
S4 10,454 10,499 10,647
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,075 11,014 10,723
R3 10,916 10,855 10,679
R2 10,757 10,757 10,664
R1 10,696 10,696 10,650 10,727
PP 10,598 10,598 10,598 10,613
S1 10,537 10,537 10,621 10,568
S2 10,439 10,439 10,606
S3 10,280 10,378 10,591
S4 10,121 10,219 10,548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,693 10,505 188 1.8% 79 0.7% 96% True False 74,105
10 10,693 10,351 342 3.2% 87 0.8% 98% True False 85,604
20 10,693 10,172 521 4.9% 100 0.9% 99% True False 97,099
40 10,693 9,791 902 8.4% 144 1.3% 99% True False 130,618
60 10,693 9,791 902 8.4% 130 1.2% 99% True False 113,555
80 10,693 9,791 902 8.4% 131 1.2% 99% True False 89,845
100 10,693 9,570 1,123 10.5% 138 1.3% 99% True False 71,914
120 10,693 9,280 1,413 13.2% 137 1.3% 100% True False 59,938
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,995
2.618 10,879
1.618 10,808
1.000 10,764
0.618 10,737
HIGH 10,693
0.618 10,666
0.500 10,658
0.382 10,649
LOW 10,622
0.618 10,578
1.000 10,551
1.618 10,507
2.618 10,436
4.250 10,320
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 10,677 10,668
PP 10,667 10,649
S1 10,658 10,631

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

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