mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	11,751	11,841	90	0.8%	11,814
High	11,851	12,001	150	1.3%	11,972
Low	11,690	11,832	142	1.2%	11,753
Close	11,840	11,973	133	1.1%	11,775
Range	161	169	8	5.0%	219
ATR	110	114	4	3.8%	0
Volume	113,876	116,264	2,388	2.1%	604,027

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,442	12,377	12,066
R3	12,273	12,208	12,020
R2	12,104	12,104	12,004
R1	12,039	12,039	11,989	12,072
PP	11,935	11,935	11,935	11,952
S1	11,870	11,870	11,958	11,903
S2	11,766	11,766	11,942
S3	11,597	11,701	11,927
S4	11,428	11,532	11,880

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,490	12,352	11,896
R3	12,271	12,133	11,835
R2	12,052	12,052	11,815
R1	11,914	11,914	11,795	11,874
PP	11,833	11,833	11,833	11,813
S1	11,695	11,695	11,755	11,655
S2	11,614	11,614	11,735
S3	11,395	11,476	11,715
S4	11,176	11,257	11,655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,001	11,690	311	2.6%	133	1.1%	91%	True	False	118,677
10	12,001	11,690	311	2.6%	120	1.0%	91%	True	False	113,831
20	12,001	11,520	481	4.0%	113	0.9%	94%	True	False	104,873
40	12,001	11,216	785	6.6%	97	0.8%	96%	True	False	78,773
60	12,001	10,855	1,146	9.6%	111	0.9%	98%	True	False	52,546
80	12,001	10,754	1,247	10.4%	117	1.0%	98%	True	False	39,425
100	12,001	10,273	1,728	14.4%	117	1.0%	98%	True	False	31,550
120	12,001	9,790	2,211	18.5%	106	0.9%	99%	True	False	26,292

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 2 trading days

Fibonacci Retracements and Extensions
4.250	12,719
2.618	12,444
1.618	12,275
1.000	12,170
0.618	12,106
HIGH	12,001
0.618	11,937
0.500	11,917
0.382	11,897
LOW	11,832
0.618	11,728
1.000	11,663
1.618	11,559
2.618	11,390
4.250	11,114

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	11,954	11,931
PP	11,935	11,888
S1	11,917	11,846

Download as Excel Spreadsheet

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

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