mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 10,901 10,935 34 0.3% 10,895
High 11,031 10,989 -42 -0.4% 11,031
Low 10,875 10,794 -81 -0.7% 10,787
Close 10,974 10,873 -101 -0.9% 10,953
Range 156 195 39 25.0% 244
ATR 124 129 5 4.1% 0
Volume 61 44 -17 -27.9% 271
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,470 11,367 10,980
R3 11,275 11,172 10,927
R2 11,080 11,080 10,909
R1 10,977 10,977 10,891 10,931
PP 10,885 10,885 10,885 10,863
S1 10,782 10,782 10,855 10,736
S2 10,690 10,690 10,837
S3 10,495 10,587 10,820
S4 10,300 10,392 10,766
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 10,794 237 2.2% 152 1.4% 33% False True 47
10 11,031 10,754 277 2.5% 130 1.2% 43% False False 49
20 11,031 10,512 519 4.8% 135 1.2% 70% False False 57
40 11,031 9,790 1,241 11.4% 109 1.0% 87% False False 34
60 11,031 9,790 1,241 11.4% 76 0.7% 87% False 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 36
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,818
2.618 11,500
1.618 11,305
1.000 11,184
0.618 11,110
HIGH 10,989
0.618 10,915
0.500 10,892
0.382 10,869
LOW 10,794
0.618 10,674
1.000 10,599
1.618 10,479
2.618 10,284
4.250 9,965
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 10,892 10,913
PP 10,885 10,899
S1 10,879 10,886

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

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