mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 11,102 11,342 240 2.2% 11,020
High 11,324 11,352 28 0.2% 11,352
Low 11,101 11,284 183 1.6% 10,944
Close 11,319 11,309 -10 -0.1% 11,309
Range 223 68 -155 -69.5% 408
ATR 132 128 -5 -3.5% 0
Volume 52 74 22 42.3% 281
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,519 11,482 11,347
R3 11,451 11,414 11,328
R2 11,383 11,383 11,322
R1 11,346 11,346 11,315 11,331
PP 11,315 11,315 11,315 11,307
S1 11,278 11,278 11,303 11,263
S2 11,247 11,247 11,297
S3 11,179 11,210 11,290
S4 11,111 11,142 11,272
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,426 12,275 11,534
R3 12,018 11,867 11,421
R2 11,610 11,610 11,384
R1 11,459 11,459 11,347 11,535
PP 11,202 11,202 11,202 11,239
S1 11,051 11,051 11,272 11,127
S2 10,794 10,794 11,234
S3 10,386 10,643 11,197
S4 9,978 10,235 11,085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,352 10,944 408 3.6% 140 1.2% 89% True False 56
10 11,352 10,913 439 3.9% 126 1.1% 90% True False 69
20 11,352 10,787 565 5.0% 130 1.2% 92% True False 66
40 11,352 10,350 1,002 8.9% 125 1.1% 96% True False 55
60 11,352 9,790 1,562 13.8% 100 0.9% 97% True False 39
80 11,352 9,790 1,562 13.8% 79 0.7% 97% True False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 28
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,641
2.618 11,530
1.618 11,462
1.000 11,420
0.618 11,394
HIGH 11,352
0.618 11,326
0.500 11,318
0.382 11,310
LOW 11,284
0.618 11,242
1.000 11,216
1.618 11,174
2.618 11,106
4.250 10,995
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 11,318 11,262
PP 11,315 11,215
S1 11,312 11,168

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

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