mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 11,044 11,100 56 0.5% 11,020
High 11,104 11,117 13 0.1% 11,128
Low 11,013 10,984 -29 -0.3% 10,913
Close 11,086 11,111 25 0.2% 11,003
Range 91 133 42 46.2% 215
ATR 125 125 1 0.5% 0
Volume 55 23 -32 -58.2% 411
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,470 11,423 11,184
R3 11,337 11,290 11,148
R2 11,204 11,204 11,136
R1 11,157 11,157 11,123 11,181
PP 11,071 11,071 11,071 11,082
S1 11,024 11,024 11,099 11,048
S2 10,938 10,938 11,087
S3 10,805 10,891 11,075
S4 10,672 10,758 11,038
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,660 11,546 11,121
R3 11,445 11,331 11,062
R2 11,230 11,230 11,043
R1 11,116 11,116 11,023 11,066
PP 11,015 11,015 11,015 10,989
S1 10,901 10,901 10,983 10,851
S2 10,800 10,800 10,964
S3 10,585 10,686 10,944
S4 10,370 10,471 10,885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,129 10,944 185 1.7% 121 1.1% 90% False False 81
10 11,129 10,913 216 1.9% 117 1.1% 92% False False 75
20 11,129 10,754 375 3.4% 130 1.2% 95% False False 61
40 11,129 10,263 866 7.8% 121 1.1% 98% False False 54
60 11,129 9,790 1,339 12.1% 96 0.9% 99% False False 37
80 11,129 9,790 1,339 12.1% 75 0.7% 99% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,682
2.618 11,465
1.618 11,332
1.000 11,250
0.618 11,199
HIGH 11,117
0.618 11,066
0.500 11,051
0.382 11,035
LOW 10,984
0.618 10,902
1.000 10,851
1.618 10,769
2.618 10,636
4.250 10,419
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 11,091 11,086
PP 11,071 11,061
S1 11,051 11,037

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

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