mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	11,427	11,441	14	0.1%	11,380
High	11,450	11,459	9	0.1%	11,451
Low	11,397	11,417	20	0.2%	11,336
Close	11,438	11,444	6	0.1%	11,460
Range	53	42	-11	-20.8%	115
ATR	56	55	-1	-1.8%	0
Volume	4	6	2	50.0%	71

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,566	11,547	11,467
R3	11,524	11,505	11,456
R2	11,482	11,482	11,452
R1	11,463	11,463	11,448	11,473
PP	11,440	11,440	11,440	11,445
S1	11,421	11,421	11,440	11,431
S2	11,398	11,398	11,436
S3	11,356	11,379	11,433
S4	11,314	11,337	11,421

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,761	11,725	11,523
R3	11,646	11,610	11,492
R2	11,531	11,531	11,481
R1	11,495	11,495	11,471	11,513
PP	11,416	11,416	11,416	11,425
S1	11,380	11,380	11,450	11,398
S2	11,301	11,301	11,439
S3	11,186	11,265	11,429
S4	11,071	11,150	11,397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,459	11,387	72	0.6%	37	0.3%	79%	True	False	15
10	11,459	11,336	123	1.1%	37	0.3%	88%	True	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,638
2.618	11,569
1.618	11,527
1.000	11,501
0.618	11,485
HIGH	11,459
0.618	11,443
0.500	11,438
0.382	11,433
LOW	11,417
0.618	11,391
1.000	11,375
1.618	11,349
2.618	11,307
4.250	11,239

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	11,442	11,439
PP	11,440	11,433
S1	11,438	11,428

Download as Excel Spreadsheet

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

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