mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	11,500	11,625	125	1.1%	11,427
High	11,623	11,639	16	0.1%	11,489
Low	11,495	11,559	64	0.6%	11,397
Close	11,601	11,583	-18	-0.2%	11,448
Range	128	80	-48	-37.5%	92
ATR	64	66	1	1.7%	0
Volume	6	14	8	133.3%	20

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,834	11,788	11,627
R3	11,754	11,708	11,605
R2	11,674	11,674	11,598
R1	11,628	11,628	11,590	11,611
PP	11,594	11,594	11,594	11,585
S1	11,548	11,548	11,576	11,531
S2	11,514	11,514	11,568
S3	11,434	11,468	11,561
S4	11,354	11,388	11,539

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	11,639	11,410	229	2.0%	84	0.7%	76%	True	False	32
10	11,639	11,397	242	2.1%	60	0.5%	77%	True	False	18
20	11,639	11,200	439	3.8%	50	0.4%	87%	True	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Stretch	12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,979
2.618	11,849
1.618	11,769
1.000	11,719
0.618	11,689
HIGH	11,639
0.618	11,609
0.500	11,599
0.382	11,590
LOW	11,559
0.618	11,510
1.000	11,479
1.618	11,430
2.618	11,350
4.250	11,219

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	11,599	11,578
PP	11,594	11,572
S1	11,588	11,567

Download as Excel Spreadsheet

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

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