mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 16-Nov-2010

Day Change Summary
	Previous	Current
	15-Nov-2010	16-Nov-2010	Change	Change %	Previous Week
Open	11,115	11,090	-25	-0.2%	11,310
High	11,177	11,090	-87	-0.8%	11,334
Low	11,058	10,881	-177	-1.6%	11,042
Close	11,105	10,916	-189	-1.7%	11,083
Range	119	209	90	75.6%	292
ATR	122	129	7	6.0%	0
Volume	65	57	-8	-12.3%	246

Daily Pivots for day following 16-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,589	11,462	11,031
R3	11,380	11,253	10,974
R2	11,171	11,171	10,954
R1	11,044	11,044	10,935	11,003
PP	10,962	10,962	10,962	10,942
S1	10,835	10,835	10,897	10,794
S2	10,753	10,753	10,878
S3	10,544	10,626	10,859
S4	10,335	10,417	10,801

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,029	11,848	11,244
R3	11,737	11,556	11,163
R2	11,445	11,445	11,137
R1	11,264	11,264	11,110	11,209
PP	11,153	11,153	11,153	11,125
S1	10,972	10,972	11,056	10,917
S2	10,861	10,861	11,030
S3	10,569	10,680	11,003
S4	10,277	10,388	10,923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,267	10,881	386	3.5%	135	1.2%	9%	False	True	54
10	11,352	10,881	471	4.3%	129	1.2%	7%	False	True	51
20	11,352	10,841	511	4.7%	126	1.2%	15%	False	False	66
40	11,352	10,512	840	7.7%	130	1.2%	48%	False	False	61
60	11,352	9,790	1,562	14.3%	115	1.1%	72%	False	False	44
80	11,352	9,790	1,562	14.3%	88	0.8%	72%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	11,978
2.618	11,637
1.618	11,428
1.000	11,299
0.618	11,219
HIGH	11,090
0.618	11,010
0.500	10,986
0.382	10,961
LOW	10,881
0.618	10,752
1.000	10,672
1.618	10,543
2.618	10,334
4.250	9,993

Fisher Pivots for day following 16-Nov-2010
Pivot	1 day	3 day
R1	10,986	11,029
PP	10,962	10,991
S1	10,939	10,954

Download as Excel Spreadsheet

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

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