mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 10,617 10,607 -10 -0.1% 10,400
High 10,700 10,674 -26 -0.2% 10,511
Low 10,590 10,578 -12 -0.1% 10,350
Close 10,633 10,610 -23 -0.2% 10,476
Range 110 96 -14 -12.7% 161
ATR 98 98 0 -0.2% 0
Volume 38 35 -3 -7.9% 24
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,909 10,855 10,663
R3 10,813 10,759 10,637
R2 10,717 10,717 10,628
R1 10,663 10,663 10,619 10,690
PP 10,621 10,621 10,621 10,634
S1 10,567 10,567 10,601 10,594
S2 10,525 10,525 10,593
S3 10,429 10,471 10,584
S4 10,333 10,375 10,557
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,929 10,863 10,565
R3 10,768 10,702 10,520
R2 10,607 10,607 10,506
R1 10,541 10,541 10,491 10,574
PP 10,446 10,446 10,446 10,462
S1 10,380 10,380 10,461 10,413
S2 10,285 10,285 10,447
S3 10,124 10,219 10,432
S4 9,963 10,058 10,388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,700 10,412 288 2.7% 106 1.0% 69% False False 30
10 10,700 10,263 437 4.1% 89 0.8% 79% False False 22
20 10,700 9,790 910 8.6% 89 0.8% 90% False False 12
40 10,700 9,790 910 8.6% 48 0.5% 90% False False 8
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 13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,082
2.618 10,925
1.618 10,829
1.000 10,770
0.618 10,733
HIGH 10,674
0.618 10,637
0.500 10,626
0.382 10,615
LOW 10,578
0.618 10,519
1.000 10,482
1.618 10,423
2.618 10,327
4.250 10,170
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 10,626 10,603
PP 10,621 10,595
S1 10,615 10,588

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

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