mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 10,850 10,910 60 0.6% 10,663
High 10,926 11,028 102 0.9% 10,904
Low 10,787 10,891 104 1.0% 10,575
Close 10,887 10,974 87 0.8% 10,880
Range 139 137 -2 -1.4% 329
ATR 117 119 2 1.4% 0
Volume 19 24 5 26.3% 210
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,375 11,312 11,049
R3 11,238 11,175 11,012
R2 11,101 11,101 10,999
R1 11,038 11,038 10,987 11,070
PP 10,964 10,964 10,964 10,980
S1 10,901 10,901 10,962 10,933
S2 10,827 10,827 10,949
S3 10,690 10,764 10,936
S4 10,553 10,627 10,899
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 11,028 10,754 274 2.5% 123 1.1% 80% True False 39
10 11,028 10,575 453 4.1% 131 1.2% 88% True False 50
20 11,028 10,412 616 5.6% 125 1.1% 91% True False 52
40 11,028 9,790 1,238 11.3% 94 0.9% 96% True False 29
60 11,028 9,790 1,238 11.3% 65 0.6% 96% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 11,610
2.618 11,387
1.618 11,250
1.000 11,165
0.618 11,113
HIGH 11,028
0.618 10,976
0.500 10,960
0.382 10,943
LOW 10,891
0.618 10,806
1.000 10,754
1.618 10,669
2.618 10,532
4.250 10,309
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 10,969 10,952
PP 10,964 10,930
S1 10,960 10,908

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

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