mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	11,786	11,776	-10	-0.1%	11,729
High	11,801	11,857	56	0.5%	11,857
Low	11,694	11,745	51	0.4%	11,688
Close	11,774	11,822	48	0.4%	11,822
Range	107	112	5	4.7%	169
ATR	101	102	1	0.8%	0
Volume	104,655	94,837	-9,818	-9.4%	393,150

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,144	12,095	11,884
R3	12,032	11,983	11,853
R2	11,920	11,920	11,843
R1	11,871	11,871	11,832	11,896
PP	11,808	11,808	11,808	11,820
S1	11,759	11,759	11,812	11,784
S2	11,696	11,696	11,802
S3	11,584	11,647	11,791
S4	11,472	11,535	11,761

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,296	12,228	11,915
R3	12,127	12,059	11,869
R2	11,958	11,958	11,853
R1	11,890	11,890	11,838	11,924
PP	11,789	11,789	11,789	11,806
S1	11,721	11,721	11,807	11,755
S2	11,620	11,620	11,791
S3	11,451	11,552	11,776
S4	11,282	11,383	11,729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,857	11,627	230	1.9%	110	0.9%	85%	True	False	96,430
10	11,857	11,520	337	2.9%	106	0.9%	90%	True	False	97,586
20	11,857	11,453	404	3.4%	92	0.8%	91%	True	False	76,879
40	11,857	10,855	1,002	8.5%	104	0.9%	97%	True	False	57,943
60	11,857	10,855	1,002	8.5%	113	1.0%	97%	True	False	38,652
80	11,857	10,575	1,282	10.8%	117	1.0%	97%	True	False	29,003
100	11,857	9,814	2,043	17.3%	112	0.9%	98%	True	False	23,208
120	11,857	9,790	2,067	17.5%	99	0.8%	98%	True	False	19,341

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	24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,333
2.618	12,150
1.618	12,038
1.000	11,969
0.618	11,926
HIGH	11,857
0.618	11,814
0.500	11,801
0.382	11,788
LOW	11,745
0.618	11,676
1.000	11,633
1.618	11,564
2.618	11,452
4.250	11,269

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	11,815	11,807
PP	11,808	11,791
S1	11,801	11,776

Download as Excel Spreadsheet

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

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