mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 18-Oct-2010

Day Change Summary
	Previous	Current
	15-Oct-2010	18-Oct-2010	Change	Change %	Previous Week
Open	11,000	10,901	-99	-0.9%	10,895
High	11,031	11,031	0	0.0%	11,031
Low	10,886	10,875	-11	-0.1%	10,787
Close	10,953	10,974	21	0.2%	10,953
Range	145	156	11	7.6%	244
ATR	121	124	2	2.0%	0
Volume	62	61	-1	-1.6%	271

Daily Pivots for day following 18-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,428	11,357	11,060
R3	11,272	11,201	11,017
R2	11,116	11,116	11,003
R1	11,045	11,045	10,988	11,081
PP	10,960	10,960	10,960	10,978
S1	10,889	10,889	10,960	10,925
S2	10,804	10,804	10,946
S3	10,648	10,733	10,931
S4	10,492	10,577	10,888

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%	141	1.3%	77%	True	False	42
10	11,031	10,633	398	3.6%	130	1.2%	86%	True	False	49
20	11,031	10,512	519	4.7%	130	1.2%	89%	True	False	56
40	11,031	9,790	1,241	11.3%	105	1.0%	95%	True	False	33
60	11,031	9,790	1,241	11.3%	72	0.7%	95%	True	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	11,694
2.618	11,440
1.618	11,284
1.000	11,187
0.618	11,128
HIGH	11,031
0.618	10,972
0.500	10,953
0.382	10,935
LOW	10,875
0.618	10,779
1.000	10,719
1.618	10,623
2.618	10,467
4.250	10,212

Fisher Pivots for day following 18-Oct-2010
Pivot	1 day	3 day
R1	10,967	10,967
PP	10,960	10,960
S1	10,953	10,953

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols