mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 10,391 10,491 100 1.0% 10,500
High 10,440 10,531 91 0.9% 10,510
Low 10,366 10,491 125 1.2% 10,366
Close 10,491 10,544 53 0.5% 10,491
Range 74 40 -34 -45.9% 144
ATR 84 81 -3 -3.7% 0
Volume 1 4 3 300.0% 14
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,642 10,633 10,566
R3 10,602 10,593 10,555
R2 10,562 10,562 10,551
R1 10,553 10,553 10,548 10,558
PP 10,522 10,522 10,522 10,524
S1 10,513 10,513 10,540 10,518
S2 10,482 10,482 10,537
S3 10,442 10,473 10,533
S4 10,402 10,433 10,522
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,888 10,833 10,570
R3 10,744 10,689 10,531
R2 10,600 10,600 10,518
R1 10,545 10,545 10,504 10,501
PP 10,456 10,456 10,456 10,433
S1 10,401 10,401 10,478 10,357
S2 10,312 10,312 10,465
S3 10,168 10,257 10,452
S4 10,024 10,113 10,412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,531 10,366 165 1.6% 23 0.2% 108% True False 1
10 10,531 10,288 243 2.3% 12 0.1% 105% True False 5
20 10,531 9,939 592 5.6% 12 0.1% 102% True False 7
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 3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,701
2.618 10,636
1.618 10,596
1.000 10,571
0.618 10,556
HIGH 10,531
0.618 10,516
0.500 10,511
0.382 10,506
LOW 10,491
0.618 10,466
1.000 10,451
1.618 10,426
2.618 10,386
4.250 10,321
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 10,533 10,512
PP 10,522 10,480
S1 10,511 10,449

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

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