mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 10,734 10,663 -71 -0.7% 10,747
High 10,738 10,723 -15 -0.1% 10,817
Low 10,654 10,575 -79 -0.7% 10,601
Close 10,702 10,640 -62 -0.6% 10,702
Range 84 148 64 76.2% 216
ATR 113 115 3 2.2% 0
Volume 69 50 -19 -27.5% 286
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,090 11,013 10,722
R3 10,942 10,865 10,681
R2 10,794 10,794 10,667
R1 10,717 10,717 10,654 10,682
PP 10,646 10,646 10,646 10,628
S1 10,569 10,569 10,627 10,534
S2 10,498 10,498 10,613
S3 10,350 10,421 10,599
S4 10,202 10,273 10,559
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,355 11,244 10,821
R3 11,139 11,028 10,762
R2 10,923 10,923 10,742
R1 10,812 10,812 10,722 10,760
PP 10,707 10,707 10,707 10,680
S1 10,596 10,596 10,682 10,544
S2 10,491 10,491 10,663
S3 10,275 10,380 10,643
S4 10,059 10,164 10,583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,817 10,575 242 2.3% 135 1.3% 27% False True 54
10 10,817 10,512 305 2.9% 131 1.2% 42% False False 64
20 10,817 10,206 611 5.7% 100 0.9% 71% False False 40
40 10,817 9,790 1,027 9.7% 74 0.7% 83% False False 22
60 10,817 9,790 1,027 9.7% 53 0.5% 83% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,352
2.618 11,111
1.618 10,963
1.000 10,871
0.618 10,815
HIGH 10,723
0.618 10,667
0.500 10,649
0.382 10,632
LOW 10,575
0.618 10,484
1.000 10,427
1.618 10,336
2.618 10,188
4.250 9,946
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 10,649 10,696
PP 10,646 10,677
S1 10,643 10,659

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

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