mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 11,100 11,102 2 0.0% 11,020
High 11,117 11,324 207 1.9% 11,128
Low 10,984 11,101 117 1.1% 10,913
Close 11,111 11,319 208 1.9% 11,003
Range 133 223 90 67.7% 215
ATR 125 132 7 5.6% 0
Volume 23 52 29 126.1% 411
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,917 11,841 11,442
R3 11,694 11,618 11,380
R2 11,471 11,471 11,360
R1 11,395 11,395 11,340 11,433
PP 11,248 11,248 11,248 11,267
S1 11,172 11,172 11,299 11,210
S2 11,025 11,025 11,278
S3 10,802 10,949 11,258
S4 10,579 10,726 11,196
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 11,324 10,944 380 3.4% 140 1.2% 99% True False 62
10 11,324 10,913 411 3.6% 125 1.1% 99% True False 69
20 11,324 10,754 570 5.0% 135 1.2% 99% True False 63
40 11,324 10,273 1,051 9.3% 125 1.1% 100% True False 55
60 11,324 9,790 1,534 13.6% 100 0.9% 100% True False 38
80 11,324 9,790 1,534 13.6% 78 0.7% 100% True False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 12,272
2.618 11,908
1.618 11,685
1.000 11,547
0.618 11,462
HIGH 11,324
0.618 11,239
0.500 11,213
0.382 11,186
LOW 11,101
0.618 10,963
1.000 10,878
1.618 10,740
2.618 10,517
4.250 10,153
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 11,284 11,264
PP 11,248 11,209
S1 11,213 11,154

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

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