mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 20-Oct-2010

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	10,935	10,893	-42	-0.4%	10,895
High	10,989	11,029	40	0.4%	11,031
Low	10,794	10,841	47	0.4%	10,787
Close	10,873	10,993	120	1.1%	10,953
Range	195	188	-7	-3.6%	244
ATR	129	133	4	3.3%	0
Volume	44	72	28	63.6%	271

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,518	11,444	11,097
R3	11,330	11,256	11,045
R2	11,142	11,142	11,028
R1	11,068	11,068	11,010	11,105
PP	10,954	10,954	10,954	10,973
S1	10,880	10,880	10,976	10,917
S2	10,766	10,766	10,959
S3	10,578	10,692	10,941
S4	10,390	10,504	10,890

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,656	11,548	11,087
R3	11,412	11,304	11,020
R2	11,168	11,168	10,998
R1	11,060	11,060	10,975	11,114
PP	10,924	10,924	10,924	10,951
S1	10,816	10,816	10,931	10,870
S2	10,680	10,680	10,908
S3	10,436	10,572	10,886
S4	10,192	10,328	10,819

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,031	10,794	237	2.2%	163	1.5%	84%	False	False	57
10	11,031	10,754	277	2.5%	143	1.3%	86%	False	False	48
20	11,031	10,512	519	4.7%	139	1.3%	93%	False	False	58
40	11,031	9,790	1,241	11.3%	114	1.0%	97%	False	False	35
60	11,031	9,790	1,241	11.3%	79	0.7%	97%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,828
2.618	11,521
1.618	11,333
1.000	11,217
0.618	11,145
HIGH	11,029
0.618	10,957
0.500	10,935
0.382	10,913
LOW	10,841
0.618	10,725
1.000	10,653
1.618	10,537
2.618	10,349
4.250	10,042

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	10,974	10,966
PP	10,954	10,939
S1	10,935	10,913

Download as Excel Spreadsheet

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

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