mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	10,233	10,236	3	0.0%	10,151
High	10,309	10,268	-41	-0.4%	10,423
Low	10,166	10,068	-98	-1.0%	10,125
Close	10,239	10,099	-140	-1.4%	10,373
Range	143	200	57	39.9%	298
ATR	204	203	0	-0.1%	0
Volume	159,221	155,006	-4,215	-2.6%	732,235

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,745	10,622	10,209
R3	10,545	10,422	10,154
R2	10,345	10,345	10,136
R1	10,222	10,222	10,117	10,184
PP	10,145	10,145	10,145	10,126
S1	10,022	10,022	10,081	9,984
S2	9,945	9,945	10,062
S3	9,745	9,822	10,044
S4	9,545	9,622	9,989

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	10,068	468	4.6%	170	1.7%	7%	False	True	147,862
10	10,536	10,012	524	5.2%	161	1.6%	17%	False	False	137,509
20	10,536	9,610	926	9.2%	210	2.1%	53%	False	False	69,960
40	11,096	9,610	1,486	14.7%	244	2.4%	33%	False	False	35,087
60	11,144	9,610	1,534	15.2%	195	1.9%	32%	False	False	23,409
80	11,144	9,610	1,534	15.2%	157	1.5%	32%	False	False	17,560
100	11,144	9,610	1,534	15.2%	131	1.3%	32%	False	False	14,049

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	47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,118
2.618	10,792
1.618	10,592
1.000	10,468
0.618	10,392
HIGH	10,268
0.618	10,192
0.500	10,168
0.382	10,145
LOW	10,068
0.618	9,945
1.000	9,868
1.618	9,745
2.618	9,545
4.250	9,218

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	10,168	10,259
PP	10,145	10,205
S1	10,122	10,152

Download as Excel Spreadsheet

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

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