mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	11,380	11,395	15	0.1%	11,312
High	11,415	11,411	-4	0.0%	11,434
Low	11,336	11,387	51	0.4%	11,293
Close	11,350	11,417	67	0.6%	11,376
Range	79	24	-55	-69.6%	141
ATR
Volume	6	26	20	333.3%	35

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,477	11,471	11,430
R3	11,453	11,447	11,424
R2	11,429	11,429	11,422
R1	11,423	11,423	11,419	11,426
PP	11,405	11,405	11,405	11,407
S1	11,399	11,399	11,415	11,402
S2	11,381	11,381	11,413
S3	11,357	11,375	11,411
S4	11,333	11,351	11,404

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,791	11,724	11,454
R3	11,650	11,583	11,415
R2	11,509	11,509	11,402
R1	11,442	11,442	11,389	11,476
PP	11,368	11,368	11,368	11,384
S1	11,301	11,301	11,363	11,335
S2	11,227	11,227	11,350
S3	11,086	11,160	11,337
S4	10,945	11,019	11,299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,434	11,336	98	0.9%	41	0.4%	83%	False	False	10
10	11,434	11,200	234	2.0%	43	0.4%	93%	False	False	10

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,513
2.618	11,474
1.618	11,450
1.000	11,435
0.618	11,426
HIGH	11,411
0.618	11,402
0.500	11,399
0.382	11,396
LOW	11,387
0.618	11,372
1.000	11,363
1.618	11,348
2.618	11,324
4.250	11,285

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	11,411	11,403
PP	11,405	11,389
S1	11,399	11,376

Download as Excel Spreadsheet

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

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