mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 10,477 10,617 140 1.3% 10,400
High 10,641 10,700 59 0.6% 10,511
Low 10,476 10,590 114 1.1% 10,350
Close 10,609 10,633 24 0.2% 10,476
Range 165 110 -55 -33.3% 161
ATR 97 98 1 0.9% 0
Volume 67 38 -29 -43.3% 24
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,971 10,912 10,694
R3 10,861 10,802 10,663
R2 10,751 10,751 10,653
R1 10,692 10,692 10,643 10,722
PP 10,641 10,641 10,641 10,656
S1 10,582 10,582 10,623 10,612
S2 10,531 10,531 10,613
S3 10,421 10,472 10,603
S4 10,311 10,362 10,573
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,929 10,863 10,565
R3 10,768 10,702 10,520
R2 10,607 10,607 10,506
R1 10,541 10,541 10,491 10,574
PP 10,446 10,446 10,446 10,462
S1 10,380 10,380 10,461 10,413
S2 10,285 10,285 10,447
S3 10,124 10,219 10,432
S4 9,963 10,058 10,388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,700 10,350 350 3.3% 108 1.0% 81% True False 24
10 10,700 10,263 437 4.1% 80 0.7% 85% True False 19
20 10,700 9,790 910 8.6% 84 0.8% 93% True False 11
40 10,700 9,790 910 8.6% 46 0.4% 93% True False 8
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 10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,168
2.618 10,988
1.618 10,878
1.000 10,810
0.618 10,768
HIGH 10,700
0.618 10,658
0.500 10,645
0.382 10,632
LOW 10,590
0.618 10,522
1.000 10,480
1.618 10,412
2.618 10,302
4.250 10,123
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 10,645 10,611
PP 10,641 10,588
S1 10,637 10,566

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

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