mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	11,625	11,609	-16	-0.1%	11,503
High	11,639	11,613	-26	-0.2%	11,639
Low	11,559	11,491	-68	-0.6%	11,491
Close	11,583	11,559	-24	-0.2%	11,559
Range	80	122	42	52.5%	148
ATR	66	70	4	6.1%	0
Volume	14	26	12	85.7%	185

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,920	11,862	11,626
R3	11,798	11,740	11,593
R2	11,676	11,676	11,581
R1	11,618	11,618	11,570	11,586
PP	11,554	11,554	11,554	11,539
S1	11,496	11,496	11,548	11,464
S2	11,432	11,432	11,537
S3	11,310	11,374	11,526
S4	11,188	11,252	11,492

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,007	11,931	11,641
R3	11,859	11,783	11,600
R2	11,711	11,711	11,586
R1	11,635	11,635	11,573	11,673
PP	11,563	11,563	11,563	11,582
S1	11,487	11,487	11,546	11,525
S2	11,415	11,415	11,532
S3	11,267	11,339	11,518
S4	11,119	11,191	11,478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,639	11,491	148	1.3%	94	0.8%	46%	False	True	37
10	11,639	11,397	242	2.1%	69	0.6%	67%	False	False	20
20	11,639	11,293	346	3.0%	51	0.4%	77%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,132
2.618	11,933
1.618	11,811
1.000	11,735
0.618	11,689
HIGH	11,613
0.618	11,567
0.500	11,552
0.382	11,538
LOW	11,491
0.618	11,416
1.000	11,369
1.618	11,294
2.618	11,172
4.250	10,973

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	11,557	11,565
PP	11,554	11,563
S1	11,552	11,561

Download as Excel Spreadsheet

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

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