mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	11,376	11,380	4	0.0%	11,312
High	11,376	11,415	39	0.3%	11,434
Low	11,376	11,336	-40	-0.4%	11,293
Close	11,376	11,350	-26	-0.2%	11,376
Range	0	79	79		141
ATR
Volume	6	6	0	0.0%	35

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,604	11,556	11,394
R3	11,525	11,477	11,372
R2	11,446	11,446	11,365
R1	11,398	11,398	11,357	11,383
PP	11,367	11,367	11,367	11,359
S1	11,319	11,319	11,343	11,304
S2	11,288	11,288	11,336
S3	11,209	11,240	11,328
S4	11,130	11,161	11,307

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,791	11,724	11,454
R3	11,650	11,583	11,415
R2	11,509	11,509	11,402
R1	11,442	11,442	11,389	11,476
PP	11,368	11,368	11,368	11,384
S1	11,301	11,301	11,363	11,335
S2	11,227	11,227	11,350
S3	11,086	11,160	11,337
S4	10,945	11,019	11,299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,434	11,336	98	0.9%	38	0.3%	14%	False	True	7
10	11,434	11,200	234	2.1%	49	0.4%	64%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	11,751
2.618	11,622
1.618	11,543
1.000	11,494
0.618	11,464
HIGH	11,415
0.618	11,385
0.500	11,376
0.382	11,366
LOW	11,336
0.618	11,287
1.000	11,257
1.618	11,208
2.618	11,129
4.250	11,000

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	11,376	11,385
PP	11,367	11,373
S1	11,359	11,362

Download as Excel Spreadsheet

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

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