mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 10,450 10,380 -70 -0.7% 10,206
High 10,453 10,458 5 0.0% 10,340
Low 10,384 10,350 -34 -0.3% 10,206
Close 10,404 10,445 41 0.4% 10,330
Range 69 108 39 56.5% 134
ATR 93 94 1 1.1% 0
Volume 4 4 0 0.0% 71
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,742 10,701 10,505
R3 10,634 10,593 10,475
R2 10,526 10,526 10,465
R1 10,485 10,485 10,455 10,506
PP 10,418 10,418 10,418 10,428
S1 10,377 10,377 10,435 10,398
S2 10,310 10,310 10,425
S3 10,202 10,269 10,415
S4 10,094 10,161 10,386
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 10,458 10,263 195 1.9% 73 0.7% 93% True False 15
10 10,458 9,990 468 4.5% 57 0.5% 97% True False 9
20 10,458 9,790 668 6.4% 63 0.6% 98% True False 5
40 10,531 9,790 741 7.1% 35 0.3% 88% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,917
2.618 10,741
1.618 10,633
1.000 10,566
0.618 10,525
HIGH 10,458
0.618 10,417
0.500 10,404
0.382 10,391
LOW 10,350
0.618 10,283
1.000 10,242
1.618 10,175
2.618 10,067
4.250 9,891
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 10,431 10,431
PP 10,418 10,418
S1 10,404 10,404

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

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