mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 11,020 11,044 24 0.2% 11,020
High 11,129 11,104 -25 -0.2% 11,128
Low 10,944 11,013 69 0.6% 10,913
Close 11,025 11,086 61 0.6% 11,003
Range 185 91 -94 -50.8% 215
ATR 128 125 -3 -2.0% 0
Volume 77 55 -22 -28.6% 411
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,341 11,304 11,136
R3 11,250 11,213 11,111
R2 11,159 11,159 11,103
R1 11,122 11,122 11,094 11,141
PP 11,068 11,068 11,068 11,077
S1 11,031 11,031 11,078 11,050
S2 10,977 10,977 11,069
S3 10,886 10,940 11,061
S4 10,795 10,849 11,036
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 1.9% 126 1.1% 80% False False 84
10 11,129 10,841 288 2.6% 123 1.1% 85% False False 80
20 11,129 10,754 375 3.4% 126 1.1% 89% False False 64
40 11,129 10,263 866 7.8% 118 1.1% 95% False False 53
60 11,129 9,790 1,339 12.1% 94 0.8% 97% False False 37
80 11,129 9,790 1,339 12.1% 73 0.7% 97% False False 29
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 True
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,491
2.618 11,342
1.618 11,251
1.000 11,195
0.618 11,160
HIGH 11,104
0.618 11,069
0.500 11,059
0.382 11,048
LOW 11,013
0.618 10,957
1.000 10,922
1.618 10,866
2.618 10,775
4.250 10,626
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 11,077 11,070
PP 11,068 11,053
S1 11,059 11,037

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

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