mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 10,560 10,747 187 1.8% 10,477
High 10,736 10,773 37 0.3% 10,736
Low 10,534 10,678 144 1.4% 10,476
Close 10,720 10,685 -35 -0.3% 10,720
Range 202 95 -107 -53.0% 260
ATR 107 107 -1 -0.8% 0
Volume 23 62 39 169.6% 375
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,997 10,936 10,737
R3 10,902 10,841 10,711
R2 10,807 10,807 10,703
R1 10,746 10,746 10,694 10,729
PP 10,712 10,712 10,712 10,704
S1 10,651 10,651 10,676 10,634
S2 10,617 10,617 10,668
S3 10,522 10,556 10,659
S4 10,427 10,461 10,633
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,424 11,332 10,863
R3 11,164 11,072 10,792
R2 10,904 10,904 10,768
R1 10,812 10,812 10,744 10,858
PP 10,644 10,644 10,644 10,667
S1 10,552 10,552 10,696 10,598
S2 10,384 10,384 10,672
S3 10,124 10,292 10,649
S4 9,864 10,032 10,577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,773 10,512 261 2.4% 126 1.2% 66% True False 74
10 10,773 10,350 423 4.0% 113 1.1% 79% True False 45
20 10,773 9,814 959 9.0% 89 0.8% 91% True False 27
40 10,773 9,790 983 9.2% 59 0.6% 91% True False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,177
2.618 11,022
1.618 10,927
1.000 10,868
0.618 10,832
HIGH 10,773
0.618 10,737
0.500 10,726
0.382 10,714
LOW 10,678
0.618 10,619
1.000 10,583
1.618 10,524
2.618 10,429
4.250 10,274
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 10,726 10,671
PP 10,712 10,657
S1 10,699 10,643

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

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