mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	11,927	11,920	-7	-0.1%	11,729
High	11,951	11,972	21	0.2%	11,857
Low	11,851	11,911	60	0.5%	11,688
Close	11,922	11,936	14	0.1%	11,822
Range	100	61	-39	-39.0%	169
ATR	104	101	-3	-2.9%	0
Volume	133,455	99,816	-33,639	-25.2%	393,150

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,123	12,090	11,970
R3	12,062	12,029	11,953
R2	12,001	12,001	11,947
R1	11,968	11,968	11,942	11,985
PP	11,940	11,940	11,940	11,948
S1	11,907	11,907	11,931	11,924
S2	11,879	11,879	11,925
S3	11,818	11,846	11,919
S4	11,757	11,785	11,903

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	11,972	11,694	278	2.3%	103	0.9%	87%	True	False	108,017
10	11,972	11,605	367	3.1%	104	0.9%	90%	True	False	99,838
20	11,972	11,467	505	4.2%	98	0.8%	93%	True	False	88,913
40	11,972	10,870	1,102	9.2%	99	0.8%	97%	True	False	66,453
60	11,972	10,855	1,117	9.4%	112	0.9%	97%	True	False	44,323
80	11,972	10,575	1,397	11.7%	116	1.0%	97%	True	False	33,258
100	11,972	10,206	1,766	14.8%	111	0.9%	98%	True	False	26,614
120	11,972	9,790	2,182	18.3%	102	0.8%	98%	True	False	22,179

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	22
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	12,231
2.618	12,132
1.618	12,071
1.000	12,033
0.618	12,010
HIGH	11,972
0.618	11,949
0.500	11,942
0.382	11,934
LOW	11,911
0.618	11,873
1.000	11,850
1.618	11,812
2.618	11,751
4.250	11,652

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	11,942	11,920
PP	11,940	11,905
S1	11,938	11,889

Download as Excel Spreadsheet

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

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