mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 11,020 11,035 15 0.1% 10,901
High 11,128 11,065 -63 -0.6% 11,092
Low 11,020 10,970 -50 -0.5% 10,794
Close 11,046 11,055 9 0.1% 11,020
Range 108 95 -13 -12.0% 298
ATR 127 125 -2 -1.8% 0
Volume 86 33 -53 -61.6% 369
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,315 11,280 11,107
R3 11,220 11,185 11,081
R2 11,125 11,125 11,073
R1 11,090 11,090 11,064 11,108
PP 11,030 11,030 11,030 11,039
S1 10,995 10,995 11,046 11,013
S2 10,935 10,935 11,038
S3 10,840 10,900 11,029
S4 10,745 10,805 11,003
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,863 11,739 11,184
R3 11,565 11,441 11,102
R2 11,267 11,267 11,075
R1 11,143 11,143 11,047 11,205
PP 10,969 10,969 10,969 11,000
S1 10,845 10,845 10,993 10,907
S2 10,671 10,671 10,965
S3 10,373 10,547 10,938
S4 10,075 10,249 10,856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,128 10,841 287 2.6% 119 1.1% 75% False False 76
10 11,128 10,794 334 3.0% 136 1.2% 78% False False 62
20 11,128 10,575 553 5.0% 131 1.2% 87% False False 56
40 11,128 9,814 1,314 11.9% 110 1.0% 94% False False 43
60 11,128 9,790 1,338 12.1% 85 0.8% 95% False False 30
80 11,128 9,483 1,645 14.9% 66 0.6% 96% False False 24
Crabel Price Patterns
NR True
NR4 False
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,469
2.618 11,314
1.618 11,219
1.000 11,160
0.618 11,124
HIGH 11,065
0.618 11,029
0.500 11,018
0.382 11,006
LOW 10,970
0.618 10,911
1.000 10,875
1.618 10,816
2.618 10,721
4.250 10,566
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 11,043 11,053
PP 11,030 11,051
S1 11,018 11,049

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

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