mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	11,703	11,808	105	0.9%	11,984
High	11,865	12,013	148	1.2%	11,994
Low	11,656	11,802	146	1.3%	11,451
Close	11,799	11,963	164	1.4%	11,799
Range	209	211	2	1.0%	543
ATR	188	190	2	1.0%	0
Volume	117,477	113,436	-4,041	-3.4%	856,614

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,559	12,472	12,079
R3	12,348	12,261	12,021
R2	12,137	12,137	12,002
R1	12,050	12,050	11,982	12,094
PP	11,926	11,926	11,926	11,948
S1	11,839	11,839	11,944	11,883
S2	11,715	11,715	11,924
S3	11,504	11,628	11,905
S4	11,293	11,417	11,847

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,377	13,131	12,098
R3	12,834	12,588	11,948
R2	12,291	12,291	11,899
R1	12,045	12,045	11,849	11,897
PP	11,748	11,748	11,748	11,674
S1	11,502	11,502	11,749	11,354
S2	11,205	11,205	11,700
S3	10,662	10,959	11,650
S4	10,119	10,416	11,500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,013	11,451	562	4.7%	279	2.3%	91%	True	False	165,558
10	12,188	11,451	737	6.2%	226	1.9%	69%	False	False	116,167
20	12,304	11,451	853	7.1%	206	1.7%	60%	False	False	58,254
40	12,311	11,451	860	7.2%	150	1.3%	60%	False	False	29,157
60	12,311	11,397	914	7.6%	126	1.1%	62%	False	False	19,444

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	44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,910
2.618	12,566
1.618	12,355
1.000	12,224
0.618	12,144
HIGH	12,013
0.618	11,933
0.500	11,908
0.382	11,883
LOW	11,802
0.618	11,672
1.000	11,591
1.618	11,461
2.618	11,250
4.250	10,905

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	11,945	11,886
PP	11,926	11,809
S1	11,908	11,732

Download as Excel Spreadsheet

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

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