mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 10,895 10,850 -45 -0.4% 10,663
High 10,910 10,926 16 0.1% 10,904
Low 10,852 10,787 -65 -0.6% 10,575
Close 10,893 10,887 -6 -0.1% 10,880
Range 58 139 81 139.7% 329
ATR 116 117 2 1.4% 0
Volume 120 19 -101 -84.2% 210
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,284 11,224 10,964
R3 11,145 11,085 10,925
R2 11,006 11,006 10,913
R1 10,946 10,946 10,900 10,976
PP 10,867 10,867 10,867 10,882
S1 10,807 10,807 10,874 10,837
S2 10,728 10,728 10,862
S3 10,589 10,668 10,849
S4 10,450 10,529 10,811
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 10,926 10,754 172 1.6% 107 1.0% 77% True False 51
10 10,926 10,575 351 3.2% 126 1.2% 89% True False 51
20 10,926 10,350 576 5.3% 124 1.1% 93% True False 51
40 10,926 9,790 1,136 10.4% 90 0.8% 97% True False 28
60 10,926 9,790 1,136 10.4% 63 0.6% 97% True False 21
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 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,517
2.618 11,290
1.618 11,151
1.000 11,065
0.618 11,012
HIGH 10,926
0.618 10,873
0.500 10,857
0.382 10,840
LOW 10,787
0.618 10,701
1.000 10,648
1.618 10,562
2.618 10,423
4.250 10,196
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 10,877 10,871
PP 10,867 10,856
S1 10,857 10,840

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

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