mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 24-Jan-2011

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	11,776	11,814	38	0.3%	11,729
High	11,857	11,941	84	0.7%	11,857
Low	11,745	11,806	61	0.5%	11,688
Close	11,822	11,930	108	0.9%	11,822
Range	112	135	23	20.5%	169
ATR	102	104	2	2.3%	0
Volume	94,837	107,323	12,486	13.2%	393,150

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,297	12,249	12,004
R3	12,162	12,114	11,967
R2	12,027	12,027	11,955
R1	11,979	11,979	11,943	12,003
PP	11,892	11,892	11,892	11,905
S1	11,844	11,844	11,918	11,868
S2	11,757	11,757	11,905
S3	11,622	11,709	11,893
S4	11,487	11,574	11,856

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	11,941	11,688	253	2.1%	114	1.0%	96%	True	False	100,094
10	11,941	11,520	421	3.5%	106	0.9%	97%	True	False	96,683
20	11,941	11,453	488	4.1%	96	0.8%	98%	True	False	80,560
40	11,941	10,855	1,086	9.1%	103	0.9%	99%	True	False	60,625
60	11,941	10,855	1,086	9.1%	112	0.9%	99%	True	False	40,440
80	11,941	10,575	1,366	11.5%	118	1.0%	99%	True	False	30,344
100	11,941	9,990	1,951	16.4%	112	0.9%	99%	True	False	24,281
120	11,941	9,790	2,151	18.0%	100	0.8%	99%	True	False	20,235

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	21
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	12,515
2.618	12,295
1.618	12,160
1.000	12,076
0.618	12,025
HIGH	11,941
0.618	11,890
0.500	11,874
0.382	11,858
LOW	11,806
0.618	11,723
1.000	11,671
1.618	11,588
2.618	11,453
4.250	11,232

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	11,911	11,893
PP	11,892	11,855
S1	11,874	11,818

Download as Excel Spreadsheet

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

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