mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	11,356	11,364	8	0.1%	11,298
High	11,418	11,454	36	0.3%	11,377
Low	11,316	11,349	33	0.3%	11,216
Close	11,366	11,421	55	0.5%	11,344
Range	102	105	3	2.9%	161
ATR	129	127	-2	-1.3%	0
Volume	99,088	104,040	4,952	5.0%	135,077

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,723	11,677	11,479
R3	11,618	11,572	11,450
R2	11,513	11,513	11,440
R1	11,467	11,467	11,431	11,490
PP	11,408	11,408	11,408	11,420
S1	11,362	11,362	11,412	11,385
S2	11,303	11,303	11,402
S3	11,198	11,257	11,392
S4	11,093	11,152	11,363

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,795	11,731	11,433
R3	11,634	11,570	11,388
R2	11,473	11,473	11,374
R1	11,409	11,409	11,359	11,441
PP	11,312	11,312	11,312	11,329
S1	11,248	11,248	11,329	11,280
S2	11,151	11,151	11,315
S3	10,990	11,087	11,300
S4	10,829	10,926	11,256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,454	11,216	238	2.1%	97	0.8%	86%	True	False	66,507
10	11,454	10,909	545	4.8%	122	1.1%	94%	True	False	33,887
20	11,454	10,855	599	5.2%	137	1.2%	94%	True	False	16,983
40	11,454	10,794	660	5.8%	131	1.1%	95%	True	False	8,524
60	11,454	10,512	942	8.2%	131	1.1%	96%	True	False	5,702
80	11,454	9,790	1,664	14.6%	118	1.0%	98%	True	False	4,278
100	11,454	9,790	1,664	14.6%	96	0.8%	98%	True	False	3,424

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	25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,900
2.618	11,729
1.618	11,624
1.000	11,559
0.618	11,519
HIGH	11,454
0.618	11,414
0.500	11,402
0.382	11,389
LOW	11,349
0.618	11,284
1.000	11,244
1.618	11,179
2.618	11,074
4.250	10,903

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	11,415	11,404
PP	11,408	11,388
S1	11,402	11,371

Download as Excel Spreadsheet

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

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