mini-sized Dow ($5) Future December 2010

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	11,370	11,357	-13	-0.1%	11,068
High	11,386	11,400	14	0.1%	11,431
Low	11,321	11,267	-54	-0.5%	11,009
Close	11,362	11,313	-49	-0.4%	11,376
Range	65	133	68	104.6%	422
ATR	134	134	0	-0.1%	0
Volume	78,360	119,411	41,051	52.4%	615,668

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,726	11,652	11,386
R3	11,593	11,519	11,350
R2	11,460	11,460	11,338
R1	11,386	11,386	11,325	11,357
PP	11,327	11,327	11,327	11,312
S1	11,253	11,253	11,301	11,224
S2	11,194	11,194	11,289
S3	11,061	11,120	11,277
S4	10,928	10,987	11,240

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,538	12,379	11,608
R3	12,116	11,957	11,492
R2	11,694	11,694	11,453
R1	11,535	11,535	11,415	11,615
PP	11,272	11,272	11,272	11,312
S1	11,113	11,113	11,337	11,193
S2	10,850	10,850	11,299
S3	10,428	10,691	11,260
S4	10,006	10,269	11,144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,431	11,047	384	3.4%	131	1.2%	69%	False	False	116,079
10	11,431	10,970	461	4.1%	134	1.2%	74%	False	False	118,121
20	11,431	10,861	570	5.0%	138	1.2%	79%	False	False	123,247
40	11,431	10,405	1,026	9.1%	137	1.2%	88%	False	False	128,088
60	11,431	9,844	1,587	14.0%	142	1.3%	93%	False	False	92,478
80	11,431	9,844	1,587	14.0%	146	1.3%	93%	False	False	69,380
100	11,431	9,452	1,979	17.5%	154	1.4%	94%	False	False	55,519
120	11,431	9,452	1,979	17.5%	138	1.2%	94%	False	False	46,267

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	34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,965
2.618	11,748
1.618	11,615
1.000	11,533
0.618	11,482
HIGH	11,400
0.618	11,349
0.500	11,334
0.382	11,318
LOW	11,267
0.618	11,185
1.000	11,134
1.618	11,052
2.618	10,919
4.250	10,702

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	11,334	11,349
PP	11,327	11,337
S1	11,320	11,325

Download as Excel Spreadsheet

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

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