mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 10,747 10,703 -44 -0.4% 10,477
High 10,773 10,755 -18 -0.2% 10,736
Low 10,678 10,601 -77 -0.7% 10,476
Close 10,685 10,723 38 0.4% 10,720
Range 95 154 59 62.1% 260
ATR 107 110 3 3.2% 0
Volume 62 54 -8 -12.9% 375
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,155 11,093 10,808
R3 11,001 10,939 10,765
R2 10,847 10,847 10,751
R1 10,785 10,785 10,737 10,816
PP 10,693 10,693 10,693 10,709
S1 10,631 10,631 10,709 10,662
S2 10,539 10,539 10,695
S3 10,385 10,477 10,681
S4 10,231 10,323 10,638
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,424 11,332 10,863
R3 11,164 11,072 10,792
R2 10,904 10,904 10,768
R1 10,812 10,812 10,744 10,858
PP 10,644 10,644 10,644 10,667
S1 10,552 10,552 10,696 10,598
S2 10,384 10,384 10,672
S3 10,124 10,292 10,649
S4 9,864 10,032 10,577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,773 10,512 261 2.4% 135 1.3% 81% False False 77
10 10,773 10,350 423 3.9% 122 1.1% 88% False False 50
20 10,773 9,814 959 8.9% 89 0.8% 95% False False 29
40 10,773 9,790 983 9.2% 63 0.6% 95% False False 16
60 10,773 9,483 1,290 12.0% 44 0.4% 96% 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 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,410
2.618 11,158
1.618 11,004
1.000 10,909
0.618 10,850
HIGH 10,755
0.618 10,696
0.500 10,678
0.382 10,660
LOW 10,601
0.618 10,506
1.000 10,447
1.618 10,352
2.618 10,198
4.250 9,947
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 10,708 10,700
PP 10,693 10,677
S1 10,678 10,654

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

View Archives - Comment on this page... - Back to Index of Symbols