mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 11,232 11,189 -43 -0.4% 11,020
High 11,267 11,234 -33 -0.3% 11,352
Low 11,156 11,129 -27 -0.2% 10,944
Close 11,233 11,174 -59 -0.5% 11,309
Range 111 105 -6 -5.4% 408
ATR 123 122 -1 -1.0% 0
Volume 60 24 -36 -60.0% 281
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,494 11,439 11,232
R3 11,389 11,334 11,203
R2 11,284 11,284 11,193
R1 11,229 11,229 11,184 11,204
PP 11,179 11,179 11,179 11,167
S1 11,124 11,124 11,165 11,099
S2 11,074 11,074 11,155
S3 10,969 11,019 11,145
S4 10,864 10,914 11,116
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 11,129 223 2.0% 96 0.9% 20% False True 50
10 11,352 10,944 408 3.7% 118 1.1% 56% False False 56
20 11,352 10,794 558 5.0% 128 1.1% 68% False False 65
40 11,352 10,432 920 8.2% 128 1.1% 81% False False 59
60 11,352 9,790 1,562 14.0% 107 1.0% 89% False False 41
80 11,352 9,790 1,562 14.0% 82 0.7% 89% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,680
2.618 11,509
1.618 11,404
1.000 11,339
0.618 11,299
HIGH 11,234
0.618 11,194
0.500 11,182
0.382 11,169
LOW 11,129
0.618 11,064
1.000 11,024
1.618 10,959
2.618 10,854
4.250 10,683
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 11,182 11,232
PP 11,179 11,212
S1 11,177 11,193

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

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