mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 10,400 10,450 50 0.5% 10,206
High 10,431 10,453 22 0.2% 10,340
Low 10,371 10,384 13 0.1% 10,206
Close 10,409 10,404 -5 0.0% 10,330
Range 60 69 9 15.0% 134
ATR 95 93 -2 -2.0% 0
Volume 3 4 1 33.3% 71
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,621 10,581 10,442
R3 10,552 10,512 10,423
R2 10,483 10,483 10,417
R1 10,443 10,443 10,410 10,429
PP 10,414 10,414 10,414 10,406
S1 10,374 10,374 10,398 10,360
S2 10,345 10,345 10,391
S3 10,276 10,305 10,385
S4 10,207 10,236 10,366
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 10,453 10,263 190 1.8% 51 0.5% 74% True False 15
10 10,453 9,814 639 6.1% 56 0.5% 92% True False 9
20 10,453 9,790 663 6.4% 57 0.5% 93% True False 6
40 10,531 9,790 741 7.1% 32 0.3% 83% 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 7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,746
2.618 10,634
1.618 10,565
1.000 10,522
0.618 10,496
HIGH 10,453
0.618 10,427
0.500 10,419
0.382 10,410
LOW 10,384
0.618 10,341
1.000 10,315
1.618 10,272
2.618 10,203
4.250 10,091
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 10,419 10,390
PP 10,414 10,377
S1 10,409 10,363

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

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