mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	11,609	11,526	-83	-0.7%	11,503
High	11,613	11,564	-49	-0.4%	11,639
Low	11,491	11,466	-25	-0.2%	11,491
Close	11,559	11,527	-32	-0.3%	11,559
Range	122	98	-24	-19.7%	148
ATR	70	72	2	2.9%	0
Volume	26	6	-20	-76.9%	185

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,813	11,768	11,581
R3	11,715	11,670	11,554
R2	11,617	11,617	11,545
R1	11,572	11,572	11,536	11,595
PP	11,519	11,519	11,519	11,530
S1	11,474	11,474	11,518	11,497
S2	11,421	11,421	11,509
S3	11,323	11,376	11,500
S4	11,225	11,278	11,473

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	11,466	173	1.5%	96	0.8%	35%	False	True	11
10	11,639	11,410	229	2.0%	73	0.6%	51%	False	False	20
20	11,639	11,293	346	3.0%	56	0.5%	68%	False	False	15

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	False
Stretch	13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,981
2.618	11,821
1.618	11,723
1.000	11,662
0.618	11,625
HIGH	11,564
0.618	11,527
0.500	11,515
0.382	11,504
LOW	11,466
0.618	11,406
1.000	11,368
1.618	11,308
2.618	11,210
4.250	11,050

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	11,523	11,553
PP	11,519	11,544
S1	11,515	11,536

Download as Excel Spreadsheet

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

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