mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 11,310 11,278 -32 -0.3% 11,020
High 11,315 11,334 19 0.2% 11,352
Low 11,257 11,199 -58 -0.5% 10,944
Close 11,295 11,244 -51 -0.5% 11,309
Range 58 135 77 132.8% 408
ATR 123 124 1 0.7% 0
Volume 74 20 -54 -73.0% 281
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,664 11,589 11,318
R3 11,529 11,454 11,281
R2 11,394 11,394 11,269
R1 11,319 11,319 11,257 11,289
PP 11,259 11,259 11,259 11,244
S1 11,184 11,184 11,232 11,154
S2 11,124 11,124 11,219
S3 10,989 11,049 11,207
S4 10,854 10,914 11,170
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% 124 1.1% 71% False False 48
10 11,352 10,913 439 3.9% 125 1.1% 75% False False 66
20 11,352 10,794 558 5.0% 130 1.2% 81% False False 64
40 11,352 10,350 1,002 8.9% 127 1.1% 89% False False 57
60 11,352 9,790 1,562 13.9% 104 0.9% 93% False False 40
80 11,352 9,790 1,562 13.9% 80 0.7% 93% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,908
2.618 11,688
1.618 11,553
1.000 11,469
0.618 11,418
HIGH 11,334
0.618 11,283
0.500 11,267
0.382 11,251
LOW 11,199
0.618 11,116
1.000 11,064
1.618 10,981
2.618 10,846
4.250 10,625
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 11,267 11,276
PP 11,259 11,265
S1 11,252 11,255

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

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