mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	11,441	11,475	34	0.3%	11,380
High	11,459	11,489	30	0.3%	11,451
Low	11,417	11,461	44	0.4%	11,336
Close	11,444	11,467	23	0.2%	11,460
Range	42	28	-14	-33.3%	115
ATR	55	54	-1	-1.3%	0
Volume	6	2	-4	-66.7%	71

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,556	11,540	11,483
R3	11,528	11,512	11,475
R2	11,500	11,500	11,472
R1	11,484	11,484	11,470	11,478
PP	11,472	11,472	11,472	11,470
S1	11,456	11,456	11,465	11,450
S2	11,444	11,444	11,462
S3	11,416	11,428	11,459
S4	11,388	11,400	11,452

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,761	11,725	11,523
R3	11,646	11,610	11,492
R2	11,531	11,531	11,481
R1	11,495	11,495	11,471	11,513
PP	11,416	11,416	11,416	11,425
S1	11,380	11,380	11,450	11,398
S2	11,301	11,301	11,439
S3	11,186	11,265	11,429
S4	11,071	11,150	11,397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,489	11,397	92	0.8%	37	0.3%	76%	True	False	10
10	11,489	11,336	153	1.3%	39	0.3%	86%	True	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	13
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	11,608
2.618	11,562
1.618	11,534
1.000	11,517
0.618	11,506
HIGH	11,489
0.618	11,478
0.500	11,475
0.382	11,472
LOW	11,461
0.618	11,444
1.000	11,433
1.618	11,416
2.618	11,388
4.250	11,342

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	11,475	11,459
PP	11,472	11,451
S1	11,470	11,443

Download as Excel Spreadsheet

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

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