mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	11,964	11,950	-14	-0.1%	11,984
High	11,994	12,054	60	0.5%	11,994
Low	11,931	11,907	-24	-0.2%	11,451
Close	11,955	12,021	66	0.6%	11,799
Range	63	147	84	133.3%	543
ATR	181	178	-2	-1.3%	0
Volume	81,663	114,369	32,706	40.0%	856,614

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,435	12,375	12,102
R3	12,288	12,228	12,062
R2	12,141	12,141	12,048
R1	12,081	12,081	12,035	12,111
PP	11,994	11,994	11,994	12,009
S1	11,934	11,934	12,008	11,964
S2	11,847	11,847	11,994
S3	11,700	11,787	11,981
S4	11,553	11,640	11,940

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	12,054	11,451	603	5.0%	183	1.5%	95%	True	False	115,719
10	12,128	11,451	677	5.6%	219	1.8%	84%	False	False	133,605
20	12,226	11,451	775	6.4%	197	1.6%	74%	False	False	68,043
40	12,311	11,451	860	7.2%	150	1.2%	66%	False	False	34,055
60	12,311	11,410	901	7.5%	128	1.1%	68%	False	False	22,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,679
2.618	12,439
1.618	12,292
1.000	12,201
0.618	12,145
HIGH	12,054
0.618	11,998
0.500	11,981
0.382	11,963
LOW	11,907
0.618	11,816
1.000	11,760
1.618	11,669
2.618	11,522
4.250	11,282

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	12,008	11,990
PP	11,994	11,959
S1	11,981	11,928

Download as Excel Spreadsheet

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

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