mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 10,820 10,845 25 0.2% 10,747
High 10,847 10,901 54 0.5% 10,817
Low 10,793 10,769 -24 -0.2% 10,601
Close 10,840 10,846 6 0.1% 10,702
Range 54 132 78 144.4% 216
ATR 117 118 1 0.9% 0
Volume 84 14 -70 -83.3% 286
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,235 11,172 10,919
R3 11,103 11,040 10,882
R2 10,971 10,971 10,870
R1 10,908 10,908 10,858 10,940
PP 10,839 10,839 10,839 10,854
S1 10,776 10,776 10,834 10,808
S2 10,707 10,707 10,822
S3 10,575 10,644 10,810
S4 10,443 10,512 10,774
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 10,901 10,575 326 3.0% 124 1.1% 83% True False 52
10 10,901 10,534 367 3.4% 136 1.3% 85% True False 50
20 10,901 10,273 628 5.8% 115 1.1% 91% True False 46
40 10,901 9,790 1,111 10.2% 83 0.8% 95% True False 25
60 10,901 9,790 1,111 10.2% 59 0.5% 95% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,462
2.618 11,247
1.618 11,115
1.000 11,033
0.618 10,983
HIGH 10,901
0.618 10,851
0.500 10,835
0.382 10,820
LOW 10,769
0.618 10,688
1.000 10,637
1.618 10,556
2.618 10,424
4.250 10,208
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 10,842 10,820
PP 10,839 10,793
S1 10,835 10,767

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

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