mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 10,263 10,327 64 0.6% 9,846
High 10,263 10,340 77 0.8% 10,304
Low 10,263 10,263 0 0.0% 9,814
Close 10,263 10,275 12 0.1% 10,304
Range 0 77 77 490
ATR 100 98 -2 -1.6% 0
Volume 3 3 0 0.0% 16
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,524 10,476 10,317
R3 10,447 10,399 10,296
R2 10,370 10,370 10,289
R1 10,322 10,322 10,282 10,308
PP 10,293 10,293 10,293 10,285
S1 10,245 10,245 10,268 10,231
S2 10,216 10,216 10,261
S3 10,139 10,168 10,254
S4 10,062 10,091 10,233
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,611 11,447 10,574
R3 11,121 10,957 10,439
R2 10,631 10,631 10,394
R1 10,467 10,467 10,349 10,549
PP 10,141 10,141 10,141 10,182
S1 9,977 9,977 10,259 10,059
S2 9,651 9,651 10,214
S3 9,161 9,487 10,169
S4 8,671 8,997 10,035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,340 10,119 221 2.2% 28 0.3% 71% True False 2
10 10,340 9,808 532 5.2% 82 0.8% 88% True False 2
20 10,340 9,790 550 5.4% 50 0.5% 88% True False 3
40 10,531 9,790 741 7.2% 31 0.3% 65% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,667
2.618 10,542
1.618 10,465
1.000 10,417
0.618 10,388
HIGH 10,340
0.618 10,311
0.500 10,302
0.382 10,293
LOW 10,263
0.618 10,216
1.000 10,186
1.618 10,139
2.618 10,062
4.250 9,936
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 10,302 10,274
PP 10,293 10,274
S1 10,284 10,273

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

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