mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 10,998 11,000 2 0.0% 10,895
High 11,024 11,031 7 0.1% 11,031
Low 10,896 10,886 -10 -0.1% 10,787
Close 10,981 10,953 -28 -0.3% 10,953
Range 128 145 17 13.3% 244
ATR 120 121 2 1.5% 0
Volume 46 62 16 34.8% 271
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,392 11,317 11,033
R3 11,247 11,172 10,993
R2 11,102 11,102 10,980
R1 11,027 11,027 10,966 10,992
PP 10,957 10,957 10,957 10,939
S1 10,882 10,882 10,940 10,847
S2 10,812 10,812 10,927
S3 10,667 10,737 10,913
S4 10,522 10,592 10,873
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,656 11,548 11,087
R3 11,412 11,304 11,020
R2 11,168 11,168 10,998
R1 11,060 11,060 10,975 11,114
PP 10,924 10,924 10,924 10,951
S1 10,816 10,816 10,931 10,870
S2 10,680 10,680 10,908
S3 10,436 10,572 10,886
S4 10,192 10,328 10,819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,031 10,787 244 2.2% 122 1.1% 68% True False 54
10 11,031 10,575 456 4.2% 130 1.2% 83% True False 48
20 11,031 10,476 555 5.1% 131 1.2% 86% True False 57
40 11,031 9,790 1,241 11.3% 101 0.9% 94% True False 31
60 11,031 9,790 1,241 11.3% 70 0.6% 94% True False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,647
2.618 11,411
1.618 11,266
1.000 11,176
0.618 11,121
HIGH 11,031
0.618 10,976
0.500 10,959
0.382 10,942
LOW 10,886
0.618 10,797
1.000 10,741
1.618 10,652
2.618 10,507
4.250 10,270
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 10,959 10,959
PP 10,957 10,957
S1 10,955 10,955

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

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