mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	10,987	10,992	5	0.0%	11,370
High	11,028	11,180	152	1.4%	11,400
Low	10,967	10,991	24	0.2%	11,106
Close	10,995	11,176	181	1.6%	11,152
Range	61	189	128	209.8%	294
ATR	133	137	4	3.0%	0
Volume	98,209	108,413	10,204	10.4%	598,231

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,683	11,618	11,280
R3	11,494	11,429	11,228
R2	11,305	11,305	11,211
R1	11,240	11,240	11,193	11,273
PP	11,116	11,116	11,116	11,132
S1	11,051	11,051	11,159	11,084
S2	10,927	10,927	11,141
S3	10,738	10,862	11,124
S4	10,549	10,673	11,072

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,101	11,921	11,314
R3	11,807	11,627	11,233
R2	11,513	11,513	11,206
R1	11,333	11,333	11,179	11,276
PP	11,219	11,219	11,219	11,191
S1	11,039	11,039	11,125	10,982
S2	10,925	10,925	11,098
S3	10,631	10,745	11,071
S4	10,337	10,451	10,990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,251	10,947	304	2.7%	148	1.3%	75%	False	False	128,818
10	11,431	10,947	484	4.3%	125	1.1%	47%	False	False	119,338
20	11,431	10,947	484	4.3%	129	1.2%	47%	False	False	117,773
40	11,431	10,591	840	7.5%	139	1.2%	70%	False	False	126,736
60	11,431	9,844	1,587	14.2%	139	1.2%	84%	False	False	107,294
80	11,431	9,844	1,587	14.2%	143	1.3%	84%	False	False	80,498
100	11,431	9,452	1,979	17.7%	150	1.3%	87%	False	False	64,415
120	11,431	9,452	1,979	17.7%	142	1.3%	87%	False	False	53,683

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	18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,983
2.618	11,675
1.618	11,486
1.000	11,369
0.618	11,297
HIGH	11,180
0.618	11,108
0.500	11,086
0.382	11,063
LOW	10,991
0.618	10,874
1.000	10,802
1.618	10,685
2.618	10,496
4.250	10,188

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	11,146	11,139
PP	11,116	11,101
S1	11,086	11,064

Download as Excel Spreadsheet

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

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