mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	10,445	10,449	4	0.0%	10,265
High	10,445	10,449	4	0.0%	10,425
Low	10,445	10,440	-5	0.0%	10,265
Close	10,445	10,490	45	0.4%	10,425
Range	0	9	9		160
ATR	62	58	-4	-6.1%	0
Volume	8	8	0	0.0%	40

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,487	10,497	10,495
R3	10,478	10,488	10,493
R2	10,469	10,469	10,492
R1	10,479	10,479	10,491	10,474
PP	10,460	10,460	10,460	10,457
S1	10,470	10,470	10,489	10,465
S2	10,451	10,451	10,488
S3	10,442	10,461	10,488
S4	10,433	10,452	10,485

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,852	10,798	10,513
R3	10,692	10,638	10,469
R2	10,532	10,532	10,454
R1	10,478	10,478	10,440	10,505
PP	10,372	10,372	10,372	10,385
S1	10,318	10,318	10,410	10,345
S2	10,212	10,212	10,396
S3	10,052	10,158	10,381
S4	9,892	9,998	10,337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,449	10,418	31	0.3%	2	0.0%	232%	True	False	8
10	10,449	10,191	258	2.5%	1	0.0%	116%	True	False	8
20	10,449	9,825	624	5.9%	29	0.3%	107%	True	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	10,487
2.618	10,473
1.618	10,464
1.000	10,458
0.618	10,455
HIGH	10,449
0.618	10,446
0.500	10,445
0.382	10,444
LOW	10,440
0.618	10,435
1.000	10,431
1.618	10,426
2.618	10,417
4.250	10,402

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	10,475	10,475
PP	10,460	10,460
S1	10,445	10,445

Download as Excel Spreadsheet

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

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