mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 10,327 10,323 -4 0.0% 10,206
High 10,340 10,323 -17 -0.2% 10,340
Low 10,263 10,273 10 0.1% 10,206
Close 10,275 10,330 55 0.5% 10,330
Range 77 50 -27 -35.1% 134
ATR 98 95 -3 -3.5% 0
Volume 3 62 59 1,966.7% 71
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,459 10,444 10,358
R3 10,409 10,394 10,344
R2 10,359 10,359 10,339
R1 10,344 10,344 10,335 10,352
PP 10,309 10,309 10,309 10,312
S1 10,294 10,294 10,326 10,302
S2 10,259 10,259 10,321
S3 10,209 10,244 10,316
S4 10,159 10,194 10,303
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,694 10,646 10,404
R3 10,560 10,512 10,367
R2 10,426 10,426 10,355
R1 10,378 10,378 10,342 10,402
PP 10,292 10,292 10,292 10,304
S1 10,244 10,244 10,318 10,268
S2 10,158 10,158 10,306
S3 10,024 10,110 10,293
S4 9,890 9,976 10,256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,340 10,206 134 1.3% 26 0.2% 93% False False 14
10 10,340 9,808 532 5.2% 75 0.7% 98% False False 8
20 10,340 9,790 550 5.3% 51 0.5% 98% False False 6
40 10,531 9,790 741 7.2% 32 0.3% 73% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,536
2.618 10,454
1.618 10,404
1.000 10,373
0.618 10,354
HIGH 10,323
0.618 10,304
0.500 10,298
0.382 10,292
LOW 10,273
0.618 10,242
1.000 10,223
1.618 10,192
2.618 10,142
4.250 10,061
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 10,319 10,321
PP 10,309 10,311
S1 10,298 10,302

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

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