What, the Dow Futures traded on the CBOT/ICE or the actual Dow Jones Industrial Index? The "Dow" is just a tool used to measure the performance of a basket of stocks. The stocks and their weight in said index is all a part of "Dow Theory". Futures based on a Dow Index don't necessarily have to behave like the real index, calendar rollover and a few other complex factors come into play that can make price jump. Also, the volume / open interest on the Dow Future contract does not effect its price generally. So the market could have an amazing day, but nobody is trading the future contract.