mini-sized Dow ($5) Future December 2010

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	11,363	11,411	48	0.4%	11,363
High	11,416	11,479	63	0.6%	11,448
Low	11,352	11,381	29	0.3%	11,285
Close	11,408	11,429	21	0.2%	11,408
Range	64	98	34	53.1%	163
ATR	137	134	-3	-2.0%	0
Volume	34,120	35,093	973	2.9%	431,350

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,724	11,674	11,483
R3	11,626	11,576	11,456
R2	11,528	11,528	11,447
R1	11,478	11,478	11,438	11,503
PP	11,430	11,430	11,430	11,442
S1	11,380	11,380	11,420	11,405
S2	11,332	11,332	11,411
S3	11,234	11,282	11,402
S4	11,136	11,184	11,375

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,869	11,802	11,498
R3	11,706	11,639	11,453
R2	11,543	11,543	11,438
R1	11,476	11,476	11,423	11,510
PP	11,380	11,380	11,380	11,397
S1	11,313	11,313	11,393	11,347
S2	11,217	11,217	11,378
S3	11,054	11,150	11,363
S4	10,891	10,987	11,318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,479	11,285	194	1.7%	99	0.9%	74%	True	False	76,408
10	11,479	10,932	547	4.8%	126	1.1%	91%	True	False	95,998
20	11,479	10,916	563	4.9%	145	1.3%	91%	True	False	104,689
40	11,479	10,861	618	5.4%	140	1.2%	92%	True	False	114,020
60	11,479	10,513	966	8.5%	140	1.2%	95%	True	False	120,262
80	11,479	9,844	1,635	14.3%	141	1.2%	97%	True	False	100,534
100	11,479	9,844	1,635	14.3%	142	1.2%	97%	True	False	80,444
120	11,479	9,452	2,027	17.7%	151	1.3%	98%	True	False	67,050

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,896
2.618	11,736
1.618	11,638
1.000	11,577
0.618	11,540
HIGH	11,479
0.618	11,442
0.500	11,430
0.382	11,419
LOW	11,381
0.618	11,321
1.000	11,283
1.618	11,223
2.618	11,125
4.250	10,965

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	11,430	11,421
PP	11,430	11,412
S1	11,429	11,404

Download as Excel Spreadsheet

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

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