mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	11,635	11,628	-7	-0.1%	11,526
High	11,652	11,675	23	0.2%	11,675
Low	11,587	11,573	-14	-0.1%	11,466
Close	11,621	11,663	42	0.4%	11,663
Range	65	102	37	56.9%	209
ATR	74	76	2	2.7%	0
Volume	30	42	12	40.0%	102

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,943	11,905	11,719
R3	11,841	11,803	11,691
R2	11,739	11,739	11,682
R1	11,701	11,701	11,672	11,720
PP	11,637	11,637	11,637	11,647
S1	11,599	11,599	11,654	11,618
S2	11,535	11,535	11,644
S3	11,433	11,497	11,635
S4	11,331	11,395	11,607

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,228	12,155	11,778
R3	12,019	11,946	11,721
R2	11,810	11,810	11,701
R1	11,737	11,737	11,682	11,774
PP	11,601	11,601	11,601	11,620
S1	11,528	11,528	11,644	11,565
S2	11,392	11,392	11,625
S3	11,183	11,319	11,606
S4	10,974	11,110	11,548

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,675	11,466	209	1.8%	89	0.8%	94%	True	False	20
10	11,675	11,466	209	1.8%	91	0.8%	94%	True	False	28
20	11,675	11,336	339	2.9%	65	0.6%	96%	True	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,109
2.618	11,942
1.618	11,840
1.000	11,777
0.618	11,738
HIGH	11,675
0.618	11,636
0.500	11,624
0.382	11,612
LOW	11,573
0.618	11,510
1.000	11,471
1.618	11,408
2.618	11,306
4.250	11,140

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	11,650	11,648
PP	11,637	11,633
S1	11,624	11,618

Download as Excel Spreadsheet

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

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