mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 10,893 11,000 107 1.0% 10,895
High 11,029 11,092 63 0.6% 11,031
Low 10,841 10,945 104 1.0% 10,787
Close 10,993 11,012 19 0.2% 10,953
Range 188 147 -41 -21.8% 244
ATR 133 134 1 0.7% 0
Volume 72 112 40 55.6% 271
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,457 11,382 11,093
R3 11,310 11,235 11,053
R2 11,163 11,163 11,039
R1 11,088 11,088 11,026 11,126
PP 11,016 11,016 11,016 11,035
S1 10,941 10,941 10,999 10,979
S2 10,869 10,869 10,985
S3 10,722 10,794 10,972
S4 10,575 10,647 10,931
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 11,092 10,794 298 2.7% 166 1.5% 73% True False 70
10 11,092 10,754 338 3.1% 144 1.3% 76% True False 57
20 11,092 10,534 558 5.1% 140 1.3% 86% True False 53
40 11,092 9,808 1,284 11.7% 114 1.0% 94% True False 38
60 11,092 9,790 1,302 11.8% 81 0.7% 94% True False 27
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,717
2.618 11,477
1.618 11,330
1.000 11,239
0.618 11,183
HIGH 11,092
0.618 11,036
0.500 11,019
0.382 11,001
LOW 10,945
0.618 10,854
1.000 10,798
1.618 10,707
2.618 10,560
4.250 10,320
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 11,019 10,989
PP 11,016 10,966
S1 11,014 10,943

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

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