mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	11,000	11,020	20	0.2%	10,901
High	11,049	11,128	79	0.7%	11,092
Low	10,992	11,020	28	0.3%	10,794
Close	11,020	11,046	26	0.2%	11,020
Range	57	108	51	89.5%	298
ATR	129	127	-1	-1.1%	0
Volume	80	86	6	7.5%	369

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,389	11,325	11,106
R3	11,281	11,217	11,076
R2	11,173	11,173	11,066
R1	11,109	11,109	11,056	11,141
PP	11,065	11,065	11,065	11,081
S1	11,001	11,001	11,036	11,033
S2	10,957	10,957	11,026
S3	10,849	10,893	11,016
S4	10,741	10,785	10,987

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,863	11,739	11,184
R3	11,565	11,441	11,102
R2	11,267	11,267	11,075
R1	11,143	11,143	11,047	11,205
PP	10,969	10,969	10,969	11,000
S1	10,845	10,845	10,993	10,907
S2	10,671	10,671	10,965
S3	10,373	10,547	10,938
S4	10,075	10,249	10,856

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,128	10,794	334	3.0%	139	1.3%	75%	True	False	78
10	11,128	10,787	341	3.1%	140	1.3%	76%	True	False	60
20	11,128	10,575	553	5.0%	134	1.2%	85%	True	False	58
40	11,128	9,814	1,314	11.9%	112	1.0%	94%	True	False	42
60	11,128	9,790	1,338	12.1%	84	0.8%	94%	True	False	29

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	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,587
2.618	11,411
1.618	11,303
1.000	11,236
0.618	11,195
HIGH	11,128
0.618	11,087
0.500	11,074
0.382	11,061
LOW	11,020
0.618	10,953
1.000	10,912
1.618	10,845
2.618	10,737
4.250	10,561

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	11,074	11,043
PP	11,065	11,040
S1	11,055	11,037

Download as Excel Spreadsheet

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

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