mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 10,215 10,200 -15 -0.1% 10,500
High 10,215 10,200 -15 -0.1% 10,510
Low 10,215 10,162 -53 -0.5% 10,366
Close 10,215 10,146 -69 -0.7% 10,491
Range 0 38 38 144
ATR 93 90 -3 -3.1% 0
Volume 4 4 0 0.0% 14
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,283 10,253 10,167
R3 10,245 10,215 10,157
R2 10,207 10,207 10,153
R1 10,177 10,177 10,150 10,173
PP 10,169 10,169 10,169 10,168
S1 10,139 10,139 10,143 10,135
S2 10,131 10,131 10,139
S3 10,093 10,101 10,136
S4 10,055 10,063 10,125
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 10,162 369 3.6% 31 0.3% -4% False True 3
10 10,531 10,162 369 3.6% 15 0.1% -4% False True 4
20 10,531 9,939 592 5.8% 14 0.1% 35% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,362
2.618 10,300
1.618 10,262
1.000 10,238
0.618 10,224
HIGH 10,200
0.618 10,186
0.500 10,181
0.382 10,177
LOW 10,162
0.618 10,139
1.000 10,124
1.618 10,101
2.618 10,063
4.250 10,001
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 10,181 10,329
PP 10,169 10,268
S1 10,158 10,207

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

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