mini-sized Dow ($5) Future June 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	10,360	10,464	104	1.0%	10,420
High	10,486	10,476	-10	-0.1%	10,464
Low	10,341	10,405	64	0.6%	10,306
Close	10,459	10,455	-4	0.0%	10,307
Range	145	71	-74	-51.0%	158
ATR	88	87	-1	-1.4%	0
Volume	9	100	91	1,011.1%	48

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,658	10,628	10,494
R3	10,587	10,557	10,475
R2	10,516	10,516	10,468
R1	10,486	10,486	10,462	10,466
PP	10,445	10,445	10,445	10,435
S1	10,415	10,415	10,449	10,395
S2	10,374	10,374	10,442
S3	10,303	10,344	10,436
S4	10,232	10,273	10,416

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,833	10,728	10,394
R3	10,675	10,570	10,351
R2	10,517	10,517	10,336
R1	10,412	10,412	10,322	10,386
PP	10,359	10,359	10,359	10,346
S1	10,254	10,254	10,293	10,228
S2	10,201	10,201	10,278
S3	10,043	10,096	10,264
S4	9,885	9,938	10,220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,486	10,306	180	1.7%	95	0.9%	83%	False	False	28
10	10,486	10,229	257	2.5%	80	0.8%	88%	False	False	21

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,778
2.618	10,662
1.618	10,591
1.000	10,547
0.618	10,520
HIGH	10,476
0.618	10,449
0.500	10,441
0.382	10,432
LOW	10,405
0.618	10,361
1.000	10,334
1.618	10,290
2.618	10,219
4.250	10,103

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	10,450	10,435
PP	10,445	10,416
S1	10,441	10,396

Download as Excel Spreadsheet

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

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