mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	10,608	10,635	27	0.3%	10,544
High	10,659	10,644	-15	-0.1%	10,659
Low	10,595	10,569	-26	-0.2%	10,500
Close	10,635	10,638	3	0.0%	10,635
Range	64	75	11	17.2%	159
ATR	117	114	-3	-2.6%	0
Volume	75,718	43,270	-32,448	-42.9%	491,389

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,842	10,815	10,679
R3	10,767	10,740	10,659
R2	10,692	10,692	10,652
R1	10,665	10,665	10,645	10,679
PP	10,617	10,617	10,617	10,624
S1	10,590	10,590	10,631	10,604
S2	10,542	10,542	10,624
S3	10,467	10,515	10,618
S4	10,392	10,440	10,597

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,075	11,014	10,723
R3	10,916	10,855	10,679
R2	10,757	10,757	10,664
R1	10,696	10,696	10,650	10,727
PP	10,598	10,598	10,598	10,613
S1	10,537	10,537	10,621	10,568
S2	10,439	10,439	10,606
S3	10,280	10,378	10,591
S4	10,121	10,219	10,548

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,659	10,500	159	1.5%	86	0.8%	87%	False	False	83,197
10	10,659	10,351	308	2.9%	87	0.8%	93%	False	False	91,358
20	10,659	10,067	592	5.6%	106	1.0%	96%	False	False	103,338
40	10,687	9,791	896	8.4%	147	1.4%	95%	False	False	131,804
60	10,687	9,791	896	8.4%	130	1.2%	95%	False	False	114,724
80	10,687	9,791	896	8.4%	131	1.2%	95%	False	False	89,435
100	10,687	9,570	1,117	10.5%	138	1.3%	96%	False	False	71,584
120	10,687	9,280	1,407	13.2%	137	1.3%	97%	False	False	59,663

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,963
2.618	10,840
1.618	10,765
1.000	10,719
0.618	10,690
HIGH	10,644
0.618	10,615
0.500	10,607
0.382	10,598
LOW	10,569
0.618	10,523
1.000	10,494
1.618	10,448
2.618	10,373
4.250	10,250

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	10,628	10,619
PP	10,617	10,601
S1	10,607	10,582

Download as Excel Spreadsheet

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

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