mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	10,373	10,426	53	0.5%	10,151
High	10,423	10,536	113	1.1%	10,423
Low	10,347	10,334	-13	-0.1%	10,125
Close	10,373	10,396	23	0.2%	10,373
Range	76	202	126	165.8%	298
ATR	207	207	0	-0.2%	0
Volume	168,086	115,214	-52,872	-31.5%	732,235

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,028	10,914	10,507
R3	10,826	10,712	10,452
R2	10,624	10,624	10,433
R1	10,510	10,510	10,415	10,466
PP	10,422	10,422	10,422	10,400
S1	10,308	10,308	10,378	10,264
S2	10,220	10,220	10,359
S3	10,018	10,106	10,341
S4	9,816	9,904	10,285

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,201	11,085	10,537
R3	10,903	10,787	10,455
R2	10,605	10,605	10,428
R1	10,489	10,489	10,400	10,547
PP	10,307	10,307	10,307	10,336
S1	10,191	10,191	10,346	10,249
S2	10,009	10,009	10,318
S3	9,711	9,893	10,291
S4	9,413	9,595	10,209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,536	10,132	404	3.9%	151	1.4%	65%	True	False	144,053
10	10,536	9,610	926	8.9%	182	1.7%	85%	True	False	93,834
20	10,536	9,610	926	8.9%	214	2.1%	85%	True	False	47,229
40	11,144	9,610	1,534	14.8%	241	2.3%	51%	False	False	23,692
60	11,144	9,610	1,534	14.8%	188	1.8%	51%	False	False	15,810
80	11,144	9,610	1,534	14.8%	149	1.4%	51%	False	False	11,860
100	11,144	9,610	1,534	14.8%	127	1.2%	51%	False	False	9,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,395
2.618	11,065
1.618	10,863
1.000	10,738
0.618	10,661
HIGH	10,536
0.618	10,459
0.500	10,435
0.382	10,411
LOW	10,334
0.618	10,209
1.000	10,132
1.618	10,007
2.618	9,805
4.250	9,476

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	10,435	10,397
PP	10,422	10,397
S1	10,409	10,396

Download as Excel Spreadsheet

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

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