mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 11,342 11,310 -32 -0.3% 11,020
High 11,352 11,315 -37 -0.3% 11,352
Low 11,284 11,257 -27 -0.2% 10,944
Close 11,309 11,295 -14 -0.1% 11,309
Range 68 58 -10 -14.7% 408
ATR 128 123 -5 -3.9% 0
Volume 74 74 0 0.0% 281
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,463 11,437 11,327
R3 11,405 11,379 11,311
R2 11,347 11,347 11,306
R1 11,321 11,321 11,300 11,305
PP 11,289 11,289 11,289 11,281
S1 11,263 11,263 11,290 11,247
S2 11,231 11,231 11,284
S3 11,173 11,205 11,279
S4 11,115 11,147 11,263
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 10,984 368 3.3% 115 1.0% 85% False False 55
10 11,352 10,913 439 3.9% 121 1.1% 87% False False 68
20 11,352 10,787 565 5.0% 130 1.2% 90% False False 64
40 11,352 10,350 1,002 8.9% 125 1.1% 94% False False 57
60 11,352 9,790 1,562 13.8% 101 0.9% 96% False False 40
80 11,352 9,790 1,562 13.8% 78 0.7% 96% False False 32
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 11,562
2.618 11,467
1.618 11,409
1.000 11,373
0.618 11,351
HIGH 11,315
0.618 11,293
0.500 11,286
0.382 11,279
LOW 11,257
0.618 11,221
1.000 11,199
1.618 11,163
2.618 11,105
4.250 11,011
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 11,292 11,272
PP 11,289 11,249
S1 11,286 11,227

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

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