mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 10,800 10,734 -66 -0.6% 10,747
High 10,817 10,738 -79 -0.7% 10,817
Low 10,616 10,654 38 0.4% 10,601
Close 10,657 10,702 45 0.4% 10,702
Range 201 84 -117 -58.2% 216
ATR 115 113 -2 -1.9% 0
Volume 63 69 6 9.5% 286
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,950 10,910 10,748
R3 10,866 10,826 10,725
R2 10,782 10,782 10,718
R1 10,742 10,742 10,710 10,720
PP 10,698 10,698 10,698 10,687
S1 10,658 10,658 10,694 10,636
S2 10,614 10,614 10,687
S3 10,530 10,574 10,679
S4 10,446 10,490 10,656
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,355 11,244 10,821
R3 11,139 11,028 10,762
R2 10,923 10,923 10,742
R1 10,812 10,812 10,722 10,760
PP 10,707 10,707 10,707 10,680
S1 10,596 10,596 10,682 10,544
S2 10,491 10,491 10,663
S3 10,275 10,380 10,643
S4 10,059 10,164 10,583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,817 10,601 216 2.0% 124 1.2% 47% False False 57
10 10,817 10,476 341 3.2% 132 1.2% 66% False False 66
20 10,817 10,206 611 5.7% 92 0.9% 81% False False 37
40 10,817 9,790 1,027 9.6% 72 0.7% 89% False False 20
60 10,817 9,790 1,027 9.6% 50 0.5% 89% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,095
2.618 10,958
1.618 10,874
1.000 10,822
0.618 10,790
HIGH 10,738
0.618 10,706
0.500 10,696
0.382 10,686
LOW 10,654
0.618 10,602
1.000 10,570
1.618 10,518
2.618 10,434
4.250 10,297
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 10,700 10,717
PP 10,698 10,712
S1 10,696 10,707

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

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