mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 10,380 10,490 110 1.1% 10,206
High 10,458 10,490 32 0.3% 10,340
Low 10,350 10,412 62 0.6% 10,206
Close 10,445 10,488 43 0.4% 10,330
Range 108 78 -30 -27.8% 134
ATR 94 93 -1 -1.2% 0
Volume 4 10 6 150.0% 71
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,697 10,671 10,531
R3 10,619 10,593 10,510
R2 10,541 10,541 10,502
R1 10,515 10,515 10,495 10,489
PP 10,463 10,463 10,463 10,451
S1 10,437 10,437 10,481 10,411
S2 10,385 10,385 10,474
S3 10,307 10,359 10,467
S4 10,229 10,281 10,445
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 10,490 10,273 217 2.1% 73 0.7% 99% True False 16
10 10,490 10,119 371 3.5% 50 0.5% 99% True False 9
20 10,490 9,790 700 6.7% 66 0.6% 100% True False 6
40 10,531 9,790 741 7.1% 37 0.4% 94% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,822
2.618 10,694
1.618 10,616
1.000 10,568
0.618 10,538
HIGH 10,490
0.618 10,460
0.500 10,451
0.382 10,442
LOW 10,412
0.618 10,364
1.000 10,334
1.618 10,286
2.618 10,208
4.250 10,081
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 10,476 10,465
PP 10,463 10,443
S1 10,451 10,420

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

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