mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	11,651	11,750	99	0.8%	11,526
High	11,752	11,767	15	0.1%	11,675
Low	11,635	11,689	54	0.5%	11,466
Close	11,748	11,723	-25	-0.2%	11,663
Range	117	78	-39	-33.3%	209
ATR	79	79	0	-0.1%	0
Volume	5	23	18	360.0%	102

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,960	11,920	11,766
R3	11,882	11,842	11,745
R2	11,804	11,804	11,737
R1	11,764	11,764	11,730	11,745
PP	11,726	11,726	11,726	11,717
S1	11,686	11,686	11,716	11,667
S2	11,648	11,648	11,709
S3	11,570	11,608	11,702
S4	11,492	11,530	11,680

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	11,767	11,561	206	1.8%	94	0.8%	79%	True	False	24
10	11,767	11,466	301	2.6%	97	0.8%	85%	True	False	17
20	11,767	11,387	380	3.2%	71	0.6%	88%	True	False	20

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	18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,099
2.618	11,971
1.618	11,893
1.000	11,845
0.618	11,815
HIGH	11,767
0.618	11,737
0.500	11,728
0.382	11,719
LOW	11,689
0.618	11,641
1.000	11,611
1.618	11,563
2.618	11,485
4.250	11,358

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	11,728	11,705
PP	11,726	11,688
S1	11,725	11,670

Download as Excel Spreadsheet

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

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