mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 10,663 10,720 57 0.5% 10,747
High 10,723 10,836 113 1.1% 10,817
Low 10,575 10,633 58 0.5% 10,601
Close 10,640 10,798 158 1.5% 10,702
Range 148 203 55 37.2% 216
ATR 115 121 6 5.4% 0
Volume 50 44 -6 -12.0% 286
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,365 11,284 10,910
R3 11,162 11,081 10,854
R2 10,959 10,959 10,835
R1 10,878 10,878 10,817 10,919
PP 10,756 10,756 10,756 10,776
S1 10,675 10,675 10,780 10,716
S2 10,553 10,553 10,761
S3 10,350 10,472 10,742
S4 10,147 10,269 10,686
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 10,836 10,575 261 2.4% 145 1.3% 85% True False 52
10 10,836 10,512 324 3.0% 140 1.3% 88% True False 65
20 10,836 10,263 573 5.3% 110 1.0% 93% True False 42
40 10,836 9,790 1,046 9.7% 78 0.7% 96% True False 23
60 10,836 9,790 1,046 9.7% 56 0.5% 96% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 11,699
2.618 11,368
1.618 11,165
1.000 11,039
0.618 10,962
HIGH 10,836
0.618 10,759
0.500 10,735
0.382 10,711
LOW 10,633
0.618 10,508
1.000 10,430
1.618 10,305
2.618 10,102
4.250 9,770
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 10,777 10,767
PP 10,756 10,736
S1 10,735 10,706

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

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