mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 10,731 10,800 69 0.6% 10,477
High 10,757 10,817 60 0.6% 10,736
Low 10,670 10,616 -54 -0.5% 10,476
Close 10,714 10,657 -57 -0.5% 10,720
Range 87 201 114 131.0% 260
ATR 108 115 7 6.1% 0
Volume 38 63 25 65.8% 375
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 11,300 11,179 10,768
R3 11,099 10,978 10,712
R2 10,898 10,898 10,694
R1 10,777 10,777 10,676 10,737
PP 10,697 10,697 10,697 10,677
S1 10,576 10,576 10,639 10,536
S2 10,496 10,496 10,620
S3 10,295 10,375 10,602
S4 10,094 10,174 10,547
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 10,817 10,534 283 2.7% 148 1.4% 43% True False 48
10 10,817 10,432 385 3.6% 132 1.2% 58% True False 59
20 10,817 10,119 698 6.5% 91 0.9% 77% True False 34
40 10,817 9,790 1,027 9.6% 70 0.7% 84% True False 19
60 10,817 9,790 1,027 9.6% 49 0.5% 84% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,671
2.618 11,343
1.618 11,142
1.000 11,018
0.618 10,941
HIGH 10,817
0.618 10,740
0.500 10,717
0.382 10,693
LOW 10,616
0.618 10,492
1.000 10,415
1.618 10,291
2.618 10,090
4.250 9,762
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 10,717 10,709
PP 10,697 10,692
S1 10,677 10,674

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

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