Dow Jones Industrial Average Cash Index

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	11,569.33	11,577.43	8.10	0.1%	11,572.81
High	11,597.41	11,711.47	114.06	1.0%	11,625.00
Low	11,530.32	11,577.35	47.03	0.4%	11,518.44
Close	11,577.51	11,670.75	93.24	0.8%	11,577.51
Range	67.09	134.12	67.03	99.9%	106.56
ATR	78.89	82.84	3.94	5.0%	0.00
Volume

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,055.55	11,997.27	11,744.52
R3	11,921.43	11,863.15	11,707.63
R2	11,787.31	11,787.31	11,695.34
R1	11,729.03	11,729.03	11,683.04	11,758.17
PP	11,653.19	11,653.19	11,653.19	11,667.76
S1	11,594.91	11,594.91	11,658.46	11,624.05
S2	11,519.07	11,519.07	11,646.16
S3	11,384.95	11,460.79	11,633.87
S4	11,250.83	11,326.67	11,596.98

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,893.33	11,841.98	11,636.12
R3	11,786.77	11,735.42	11,606.81
R2	11,680.21	11,680.21	11,597.05
R1	11,628.86	11,628.86	11,587.28	11,654.54
PP	11,573.65	11,573.65	11,573.65	11,586.49
S1	11,522.30	11,522.30	11,567.74	11,547.98
S2	11,467.09	11,467.09	11,557.97
S3	11,360.53	11,415.74	11,548.21
S4	11,253.97	11,309.18	11,518.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,711.47	11,530.32	181.15	1.6%	69.20	0.6%	78%	True	False
10	11,711.47	11,442.68	268.79	2.3%	62.31	0.5%	85%	True	False
20	11,711.47	11,327.49	383.98	3.3%	67.00	0.6%	89%	True	False
40	11,711.47	10,929.28	782.19	6.7%	98.01	0.8%	95%	True	False
60	11,711.47	10,913.84	797.63	6.8%	107.41	0.9%	95%	True	False
80	11,711.47	10,403.17	1,308.30	11.2%	109.76	0.9%	97%	True	False
100	11,711.47	9,936.62	1,774.85	15.2%	115.75	1.0%	98%	True	False
120	11,711.47	9,936.62	1,774.85	15.2%	122.06	1.0%	98%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.78
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	12,281.48
2.618	12,062.60
1.618	11,928.48
1.000	11,845.59
0.618	11,794.36
HIGH	11,711.47
0.618	11,660.24
0.500	11,644.41
0.382	11,628.58
LOW	11,577.35
0.618	11,494.46
1.000	11,443.23
1.618	11,360.34
2.618	11,226.22
4.250	11,007.34

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	11,661.97	11,654.13
PP	11,653.19	11,637.51
S1	11,644.41	11,620.90

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

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