mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 10,910 10,998 88 0.8% 10,663
High 11,028 11,024 -4 0.0% 10,904
Low 10,891 10,896 5 0.0% 10,575
Close 10,974 10,981 7 0.1% 10,880
Range 137 128 -9 -6.6% 329
ATR 119 120 1 0.5% 0
Volume 24 46 22 91.7% 210
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,351 11,294 11,052
R3 11,223 11,166 11,016
R2 11,095 11,095 11,005
R1 11,038 11,038 10,993 11,003
PP 10,967 10,967 10,967 10,949
S1 10,910 10,910 10,969 10,875
S2 10,839 10,839 10,958
S3 10,711 10,782 10,946
S4 10,583 10,654 10,911
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% 83% False False 45
10 11,028 10,575 453 4.1% 123 1.1% 90% False False 48
20 11,028 10,432 596 5.4% 128 1.2% 92% False False 54
40 11,028 9,790 1,238 11.3% 97 0.9% 96% False False 30
60 11,028 9,790 1,238 11.3% 67 0.6% 96% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,568
2.618 11,359
1.618 11,231
1.000 11,152
0.618 11,103
HIGH 11,024
0.618 10,975
0.500 10,960
0.382 10,945
LOW 10,896
0.618 10,817
1.000 10,768
1.618 10,689
2.618 10,561
4.250 10,352
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 10,974 10,957
PP 10,967 10,932
S1 10,960 10,908

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

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