mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	11,544	11,500	-44	-0.4%	11,427
High	11,572	11,623	51	0.4%	11,489
Low	11,519	11,495	-24	-0.2%	11,397
Close	11,556	11,601	45	0.4%	11,448
Range	53	128	75	141.5%	92
ATR	60	64	5	8.2%	0
Volume	7	6	-1	-14.3%	20

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,957	11,907	11,672
R3	11,829	11,779	11,636
R2	11,701	11,701	11,625
R1	11,651	11,651	11,613	11,676
PP	11,573	11,573	11,573	11,586
S1	11,523	11,523	11,589	11,548
S2	11,445	11,445	11,578
S3	11,317	11,395	11,566
S4	11,189	11,267	11,531

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	11,623	11,410	213	1.8%	73	0.6%	90%	True	False	30
10	11,623	11,397	226	1.9%	55	0.5%	90%	True	False	20
20	11,623	11,200	423	3.6%	49	0.4%	95%	True	False	15

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	10
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	12,167
2.618	11,958
1.618	11,830
1.000	11,751
0.618	11,702
HIGH	11,623
0.618	11,574
0.500	11,559
0.382	11,544
LOW	11,495
0.618	11,416
1.000	11,367
1.618	11,288
2.618	11,160
4.250	10,951

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	11,587	11,587
PP	11,573	11,573
S1	11,559	11,559

Download as Excel Spreadsheet

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

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