mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 10,950 11,020 70 0.6% 11,020
High 11,019 11,129 110 1.0% 11,128
Low 10,950 10,944 -6 -0.1% 10,913
Close 11,003 11,025 22 0.2% 11,003
Range 69 185 116 168.1% 215
ATR 123 128 4 3.6% 0
Volume 104 77 -27 -26.0% 411
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,588 11,491 11,127
R3 11,403 11,306 11,076
R2 11,218 11,218 11,059
R1 11,121 11,121 11,042 11,170
PP 11,033 11,033 11,033 11,057
S1 10,936 10,936 11,008 10,985
S2 10,848 10,848 10,991
S3 10,663 10,751 10,974
S4 10,478 10,566 10,923
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 10,913 216 2.0% 127 1.2% 52% True False 80
10 11,129 10,794 335 3.0% 133 1.2% 69% True False 79
20 11,129 10,633 496 4.5% 132 1.2% 79% True False 64
40 11,129 10,206 923 8.4% 116 1.0% 89% True False 52
60 11,129 9,790 1,339 12.1% 93 0.8% 92% True False 36
80 11,129 9,790 1,339 12.1% 72 0.7% 92% True False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,915
2.618 11,613
1.618 11,428
1.000 11,314
0.618 11,243
HIGH 11,129
0.618 11,058
0.500 11,037
0.382 11,015
LOW 10,944
0.618 10,830
1.000 10,759
1.618 10,645
2.618 10,460
4.250 10,158
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 11,037 11,037
PP 11,033 11,033
S1 11,029 11,029

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

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