mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 10,703 10,731 28 0.3% 10,477
High 10,755 10,757 2 0.0% 10,736
Low 10,601 10,670 69 0.7% 10,476
Close 10,723 10,714 -9 -0.1% 10,720
Range 154 87 -67 -43.5% 260
ATR 110 108 -2 -1.5% 0
Volume 54 38 -16 -29.6% 375
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,975 10,931 10,762
R3 10,888 10,844 10,738
R2 10,801 10,801 10,730
R1 10,757 10,757 10,722 10,736
PP 10,714 10,714 10,714 10,703
S1 10,670 10,670 10,706 10,649
S2 10,627 10,627 10,698
S3 10,540 10,583 10,690
S4 10,453 10,496 10,666
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% 133 1.2% 77% False False 77
10 10,773 10,412 361 3.4% 120 1.1% 84% False False 54
20 10,773 9,990 783 7.3% 88 0.8% 92% False False 31
40 10,773 9,790 983 9.2% 65 0.6% 94% False False 17
60 10,773 9,550 1,223 11.4% 45 0.4% 95% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 21
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,127
2.618 10,985
1.618 10,898
1.000 10,844
0.618 10,811
HIGH 10,757
0.618 10,724
0.500 10,714
0.382 10,703
LOW 10,670
0.618 10,616
1.000 10,583
1.618 10,529
2.618 10,442
4.250 10,300
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 10,714 10,705
PP 10,714 10,696
S1 10,714 10,687

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

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