mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 11,005 11,020 15 0.1% 10,901
High 11,072 11,070 -2 0.0% 11,092
Low 10,913 10,944 31 0.3% 10,794
Close 11,012 10,989 -23 -0.2% 11,020
Range 159 126 -33 -20.8% 298
ATR 127 127 0 -0.1% 0
Volume 41 147 106 258.5% 369
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,379 11,310 11,058
R3 11,253 11,184 11,024
R2 11,127 11,127 11,012
R1 11,058 11,058 11,001 11,030
PP 11,001 11,001 11,001 10,987
S1 10,932 10,932 10,978 10,904
S2 10,875 10,875 10,966
S3 10,749 10,806 10,954
S4 10,623 10,680 10,920
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 10,913 215 2.0% 109 1.0% 35% False False 77
10 11,128 10,794 334 3.0% 138 1.3% 58% False False 73
20 11,128 10,575 553 5.0% 131 1.2% 75% False False 61
40 11,128 10,119 1,009 9.2% 111 1.0% 86% False False 47
60 11,128 9,790 1,338 12.2% 90 0.8% 90% False False 33
80 11,128 9,790 1,338 12.2% 69 0.6% 90% False False 27
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 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,606
2.618 11,400
1.618 11,274
1.000 11,196
0.618 11,148
HIGH 11,070
0.618 11,022
0.500 11,007
0.382 10,992
LOW 10,944
0.618 10,866
1.000 10,818
1.618 10,740
2.618 10,614
4.250 10,409
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 11,007 10,993
PP 11,001 10,991
S1 10,995 10,990

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

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