mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	11,813	11,786	-27	-0.2%	11,614
High	11,836	11,801	-35	-0.3%	11,740
Low	11,749	11,694	-55	-0.5%	11,520
Close	11,786	11,774	-12	-0.1%	11,725
Range	87	107	20	23.0%	220
ATR	101	101	0	0.5%	0
Volume	104,655	104,655	0	0.0%	466,361

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,077	12,033	11,833
R3	11,970	11,926	11,804
R2	11,863	11,863	11,794
R1	11,819	11,819	11,784	11,788
PP	11,756	11,756	11,756	11,741
S1	11,712	11,712	11,764	11,681
S2	11,649	11,649	11,755
S3	11,542	11,605	11,745
S4	11,435	11,498	11,715

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,322	12,243	11,846
R3	12,102	12,023	11,786
R2	11,882	11,882	11,765
R1	11,803	11,803	11,745	11,843
PP	11,662	11,662	11,662	11,681
S1	11,583	11,583	11,705	11,623
S2	11,442	11,442	11,685
S3	11,222	11,363	11,665
S4	11,002	11,143	11,604

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,836	11,627	209	1.8%	101	0.9%	70%	False	False	95,095
10	11,836	11,520	316	2.7%	104	0.9%	80%	False	False	97,264
20	11,836	11,453	383	3.3%	89	0.8%	84%	False	False	74,129
40	11,836	10,855	981	8.3%	105	0.9%	94%	False	False	55,574
60	11,836	10,855	981	8.3%	112	1.0%	94%	False	False	37,072
80	11,836	10,575	1,261	10.7%	118	1.0%	95%	False	False	27,818
100	11,836	9,814	2,022	17.2%	112	1.0%	97%	False	False	22,260
120	11,836	9,790	2,046	17.4%	98	0.8%	97%	False	False	18,550

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	26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,256
2.618	12,081
1.618	11,974
1.000	11,908
0.618	11,867
HIGH	11,801
0.618	11,760
0.500	11,748
0.382	11,735
LOW	11,694
0.618	11,628
1.000	11,587
1.618	11,521
2.618	11,414
4.250	11,239

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	11,765	11,770
PP	11,756	11,766
S1	11,748	11,762

Download as Excel Spreadsheet

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

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