mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 04-Jan-2011

Day Change Summary
	Previous	Current
	03-Jan-2011	04-Jan-2011	Change	Change %	Previous Week
Open	11,503	11,544	41	0.4%	11,427
High	11,586	11,572	-14	-0.1%	11,489
Low	11,502	11,519	17	0.1%	11,397
Close	11,522	11,556	34	0.3%	11,448
Range	84	53	-31	-36.9%	92
ATR	60	60	-1	-0.8%	0
Volume	132	7	-125	-94.7%	20

Daily Pivots for day following 04-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,708	11,685	11,585
R3	11,655	11,632	11,571
R2	11,602	11,602	11,566
R1	11,579	11,579	11,561	11,591
PP	11,549	11,549	11,549	11,555
S1	11,526	11,526	11,551	11,538
S2	11,496	11,496	11,546
S3	11,443	11,473	11,542
S4	11,390	11,420	11,527

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,721	11,676	11,499
R3	11,629	11,584	11,473
R2	11,537	11,537	11,465
R1	11,492	11,492	11,457	11,515
PP	11,445	11,445	11,445	11,456
S1	11,400	11,400	11,440	11,423
S2	11,353	11,353	11,431
S3	11,261	11,308	11,423
S4	11,169	11,216	11,398

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,586	11,410	176	1.5%	53	0.5%	83%	False	False	29
10	11,586	11,387	199	1.7%	45	0.4%	85%	False	False	22
20	11,586	11,200	386	3.3%	47	0.4%	92%	False	False	15

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,797
2.618	11,711
1.618	11,658
1.000	11,625
0.618	11,605
HIGH	11,572
0.618	11,552
0.500	11,546
0.382	11,539
LOW	11,519
0.618	11,486
1.000	11,466
1.618	11,433
2.618	11,380
4.250	11,294

Fisher Pivots for day following 04-Jan-2011
Pivot	1 day	3 day
R1	11,553	11,537
PP	11,549	11,517
S1	11,546	11,498

Download as Excel Spreadsheet

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

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