mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 11,035 11,005 -30 -0.3% 10,901
High 11,065 11,072 7 0.1% 11,092
Low 10,970 10,913 -57 -0.5% 10,794
Close 11,055 11,012 -43 -0.4% 11,020
Range 95 159 64 67.4% 298
ATR 125 127 2 1.9% 0
Volume 33 41 8 24.2% 369
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,476 11,403 11,100
R3 11,317 11,244 11,056
R2 11,158 11,158 11,041
R1 11,085 11,085 11,027 11,122
PP 10,999 10,999 10,999 11,017
S1 10,926 10,926 10,998 10,963
S2 10,840 10,840 10,983
S3 10,681 10,767 10,968
S4 10,522 10,608 10,925
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,863 11,739 11,184
R3 11,565 11,441 11,102
R2 11,267 11,267 11,075
R1 11,143 11,143 11,047 11,205
PP 10,969 10,969 10,969 11,000
S1 10,845 10,845 10,993 10,907
S2 10,671 10,671 10,965
S3 10,373 10,547 10,938
S4 10,075 10,249 10,856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,128 10,913 215 2.0% 113 1.0% 46% False True 70
10 11,128 10,794 334 3.0% 138 1.3% 65% False False 63
20 11,128 10,575 553 5.0% 134 1.2% 79% False False 57
40 11,128 9,990 1,138 10.3% 111 1.0% 90% False False 44
60 11,128 9,790 1,338 12.2% 88 0.8% 91% False False 30
80 11,128 9,550 1,578 14.3% 68 0.6% 93% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,748
2.618 11,488
1.618 11,329
1.000 11,231
0.618 11,170
HIGH 11,072
0.618 11,011
0.500 10,993
0.382 10,974
LOW 10,913
0.618 10,815
1.000 10,754
1.618 10,656
2.618 10,497
4.250 10,237
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 11,006 11,021
PP 10,999 11,018
S1 10,993 11,015

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

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