mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	10,192	10,220	28	0.3%	9,658
High	10,227	10,309	82	0.8%	10,007
Low	10,153	10,211	58	0.6%	9,596
Close	10,217	10,259	42	0.4%	9,978
Range	74	98	24	32.4%	411
ATR	168	163	-5	-3.0%	0
Volume	119,643	123,406	3,763	3.1%	1,034,621

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,554	10,504	10,313
R3	10,456	10,406	10,286
R2	10,358	10,358	10,277
R1	10,308	10,308	10,268	10,333
PP	10,260	10,260	10,260	10,272
S1	10,210	10,210	10,250	10,235
S2	10,162	10,162	10,241
S3	10,064	10,112	10,232
S4	9,966	10,014	10,205

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	11,093	10,947	10,204
R3	10,682	10,536	10,091
R2	10,271	10,271	10,053
R1	10,125	10,125	10,016	10,198
PP	9,860	9,860	9,860	9,897
S1	9,714	9,714	9,940	9,787
S2	9,449	9,449	9,903
S3	9,038	9,303	9,865
S4	8,627	8,892	9,752

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,309	9,722	587	5.7%	156	1.5%	91%	True	False	149,814
10	10,309	9,596	713	6.9%	182	1.8%	93%	True	False	178,315
20	10,309	9,596	713	6.9%	174	1.7%	93%	True	False	169,660
40	10,309	9,336	973	9.5%	153	1.5%	95%	True	False	154,245
60	10,309	9,049	1,260	12.3%	148	1.4%	96%	True	False	111,343
80	10,309	8,750	1,559	15.2%	147	1.4%	97%	True	False	83,539
100	10,309	7,961	2,348	22.9%	147	1.4%	98%	True	False	66,841

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,726
2.618	10,566
1.618	10,468
1.000	10,407
0.618	10,370
HIGH	10,309
0.618	10,272
0.500	10,260
0.382	10,249
LOW	10,211
0.618	10,151
1.000	10,113
1.618	10,053
2.618	9,955
4.250	9,795

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	10,260	10,219
PP	10,260	10,179
S1	10,259	10,139

Download as Excel Spreadsheet

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

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