mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	11,662	11,638	-24	-0.2%	11,547
High	11,708	11,675	-33	-0.3%	11,708
Low	11,614	11,546	-68	-0.6%	11,543
Close	11,646	11,619	-27	-0.2%	11,619
Range	94	129	35	37.2%	165
ATR	98	100	2	2.3%	0
Volume	91,622	116,349	24,727	27.0%	478,373

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,000	11,939	11,690
R3	11,871	11,810	11,655
R2	11,742	11,742	11,643
R1	11,681	11,681	11,631	11,647
PP	11,613	11,613	11,613	11,597
S1	11,552	11,552	11,607	11,518
S2	11,484	11,484	11,595
S3	11,355	11,423	11,584
S4	11,226	11,294	11,548

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,118	12,034	11,710
R3	11,953	11,869	11,665
R2	11,788	11,788	11,649
R1	11,704	11,704	11,634	11,746
PP	11,623	11,623	11,623	11,645
S1	11,539	11,539	11,604	11,581
S2	11,458	11,458	11,589
S3	11,293	11,374	11,574
S4	11,128	11,209	11,528

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,708	11,543	165	1.4%	107	0.9%	46%	False	False	95,674
10	11,708	11,453	255	2.2%	86	0.7%	65%	False	False	64,438
20	11,708	11,288	420	3.6%	83	0.7%	79%	False	False	69,168
40	11,708	10,855	853	7.3%	112	1.0%	90%	False	False	36,472
60	11,708	10,794	914	7.9%	118	1.0%	90%	False	False	24,336
80	11,708	10,412	1,296	11.2%	119	1.0%	93%	False	False	18,265
100	11,708	9,790	1,918	16.5%	108	0.9%	95%	False	False	14,613
120	11,708	9,790	1,918	16.5%	91	0.8%	95%	False	False	12,179

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	12,223
2.618	12,013
1.618	11,884
1.000	11,804
0.618	11,755
HIGH	11,675
0.618	11,626
0.500	11,611
0.382	11,595
LOW	11,546
0.618	11,466
1.000	11,417
1.618	11,337
2.618	11,208
4.250	10,998

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	11,616	11,626
PP	11,613	11,623
S1	11,611	11,621

Download as Excel Spreadsheet

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

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