mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 9,888 9,990 102 1.0% 10,028
High 9,917 10,133 216 2.2% 10,028
Low 9,814 9,990 176 1.8% 9,790
Close 9,873 10,139 266 2.7% 10,008
Range 103 143 40 38.8% 238
ATR 92 104 12 13.0% 0
Volume 3 5 2 66.7% 7
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,516 10,471 10,218
R3 10,373 10,328 10,178
R2 10,230 10,230 10,165
R1 10,185 10,185 10,152 10,208
PP 10,087 10,087 10,087 10,099
S1 10,042 10,042 10,126 10,065
S2 9,944 9,944 10,113
S3 9,801 9,899 10,100
S4 9,658 9,756 10,060
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,656 10,570 10,139
R3 10,418 10,332 10,074
R2 10,180 10,180 10,052
R1 10,094 10,094 10,030 10,018
PP 9,942 9,942 9,942 9,904
S1 9,856 9,856 9,986 9,780
S2 9,704 9,704 9,964
S3 9,466 9,618 9,943
S4 9,228 9,380 9,877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,133 9,808 325 3.2% 137 1.3% 102% True False 3
10 10,150 9,790 360 3.6% 82 0.8% 97% False False 2
20 10,531 9,790 741 7.3% 49 0.5% 47% False False 3
40 10,531 9,790 741 7.3% 27 0.3% 47% False False 6
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 16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,741
2.618 10,507
1.618 10,364
1.000 10,276
0.618 10,221
HIGH 10,133
0.618 10,078
0.500 10,062
0.382 10,045
LOW 9,990
0.618 9,902
1.000 9,847
1.618 9,759
2.618 9,616
4.250 9,382
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 10,113 10,084
PP 10,087 10,029
S1 10,062 9,974

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

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