mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 10,720 10,820 100 0.9% 10,747
High 10,836 10,847 11 0.1% 10,817
Low 10,633 10,793 160 1.5% 10,601
Close 10,798 10,840 42 0.4% 10,702
Range 203 54 -149 -73.4% 216
ATR 121 117 -5 -4.0% 0
Volume 44 84 40 90.9% 286
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,989 10,968 10,870
R3 10,935 10,914 10,855
R2 10,881 10,881 10,850
R1 10,860 10,860 10,845 10,871
PP 10,827 10,827 10,827 10,832
S1 10,806 10,806 10,835 10,817
S2 10,773 10,773 10,830
S3 10,719 10,752 10,825
S4 10,665 10,698 10,810
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 10,847 10,575 272 2.5% 138 1.3% 97% True False 62
10 10,847 10,512 335 3.1% 136 1.3% 98% True False 69
20 10,847 10,263 584 5.4% 113 1.0% 99% True False 46
40 10,847 9,790 1,057 9.8% 79 0.7% 99% True False 25
60 10,847 9,790 1,057 9.8% 57 0.5% 99% True False 19
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 34
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 11,077
2.618 10,988
1.618 10,934
1.000 10,901
0.618 10,880
HIGH 10,847
0.618 10,826
0.500 10,820
0.382 10,814
LOW 10,793
0.618 10,760
1.000 10,739
1.618 10,706
2.618 10,652
4.250 10,564
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 10,833 10,797
PP 10,827 10,754
S1 10,820 10,711

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

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