mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 10,800 10,895 95 0.9% 10,663
High 10,904 10,910 6 0.1% 10,904
Low 10,754 10,852 98 0.9% 10,575
Close 10,880 10,893 13 0.1% 10,880
Range 150 58 -92 -61.3% 329
ATR 120 116 -4 -3.7% 0
Volume 18 120 102 566.7% 210
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,059 11,034 10,925
R3 11,001 10,976 10,909
R2 10,943 10,943 10,904
R1 10,918 10,918 10,898 10,902
PP 10,885 10,885 10,885 10,877
S1 10,860 10,860 10,888 10,844
S2 10,827 10,827 10,882
S3 10,769 10,802 10,877
S4 10,711 10,744 10,861
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,773 11,656 11,061
R3 11,444 11,327 10,971
R2 11,115 11,115 10,940
R1 10,998 10,998 10,910 11,057
PP 10,786 10,786 10,786 10,816
S1 10,669 10,669 10,850 10,728
S2 10,457 10,457 10,820
S3 10,128 10,340 10,790
S4 9,799 10,011 10,699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,910 10,633 277 2.5% 120 1.1% 94% True False 56
10 10,910 10,575 335 3.1% 127 1.2% 95% True False 55
20 10,910 10,350 560 5.1% 120 1.1% 97% True False 50
40 10,910 9,790 1,120 10.3% 87 0.8% 98% True False 28
60 10,910 9,790 1,120 10.3% 61 0.6% 98% True False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,157
2.618 11,062
1.618 11,004
1.000 10,968
0.618 10,946
HIGH 10,910
0.618 10,888
0.500 10,881
0.382 10,874
LOW 10,852
0.618 10,816
1.000 10,794
1.618 10,758
2.618 10,700
4.250 10,606
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 10,889 10,873
PP 10,885 10,852
S1 10,881 10,832

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

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