mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 9,990 10,119 129 1.3% 10,028
High 10,133 10,180 47 0.5% 10,028
Low 9,990 10,119 129 1.3% 9,790
Close 10,139 10,176 37 0.4% 10,008
Range 143 61 -82 -57.3% 238
ATR 104 101 -3 -3.0% 0
Volume 5 4 -1 -20.0% 7
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,341 10,320 10,210
R3 10,280 10,259 10,193
R2 10,219 10,219 10,187
R1 10,198 10,198 10,182 10,209
PP 10,158 10,158 10,158 10,164
S1 10,137 10,137 10,171 10,148
S2 10,097 10,097 10,165
S3 10,036 10,076 10,159
S4 9,975 10,015 10,143
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 10,180 9,808 372 3.7% 125 1.2% 99% True False 3
10 10,180 9,790 390 3.8% 89 0.9% 99% True False 2
20 10,531 9,790 741 7.3% 52 0.5% 52% False False 4
40 10,531 9,790 741 7.3% 29 0.3% 52% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,439
2.618 10,340
1.618 10,279
1.000 10,241
0.618 10,218
HIGH 10,180
0.618 10,157
0.500 10,150
0.382 10,142
LOW 10,119
0.618 10,081
1.000 10,058
1.618 10,020
2.618 9,959
4.250 9,860
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 10,167 10,116
PP 10,158 10,057
S1 10,150 9,997

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

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