mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 10,607 10,530 -77 -0.7% 10,400
High 10,674 10,640 -34 -0.3% 10,511
Low 10,578 10,512 -66 -0.6% 10,350
Close 10,610 10,543 -67 -0.6% 10,476
Range 96 128 32 33.3% 161
ATR 98 100 2 2.2% 0
Volume 35 212 177 505.7% 24
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,949 10,874 10,614
R3 10,821 10,746 10,578
R2 10,693 10,693 10,567
R1 10,618 10,618 10,555 10,656
PP 10,565 10,565 10,565 10,584
S1 10,490 10,490 10,531 10,528
S2 10,437 10,437 10,520
S3 10,309 10,362 10,508
S4 10,181 10,234 10,473
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 10,432 268 2.5% 116 1.1% 41% False False 71
10 10,700 10,273 427 4.1% 94 0.9% 63% False False 43
20 10,700 9,808 892 8.5% 88 0.8% 82% False False 23
40 10,700 9,790 910 8.6% 52 0.5% 83% False False 14
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 14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,184
2.618 10,975
1.618 10,847
1.000 10,768
0.618 10,719
HIGH 10,640
0.618 10,591
0.500 10,576
0.382 10,561
LOW 10,512
0.618 10,433
1.000 10,384
1.618 10,305
2.618 10,177
4.250 9,968
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 10,576 10,606
PP 10,565 10,585
S1 10,554 10,564

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

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