mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	11,716	11,690	-26	-0.2%	11,651
High	11,732	11,793	61	0.5%	11,793
Low	11,634	11,686	52	0.4%	11,634
Close	11,711	11,759	48	0.4%	11,759
Range	98	107	9	9.2%	159
ATR	80	82	2	2.4%	0
Volume	22	37	15	68.2%	87

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,067	12,020	11,818
R3	11,960	11,913	11,789
R2	11,853	11,853	11,779
R1	11,806	11,806	11,769	11,830
PP	11,746	11,746	11,746	11,758
S1	11,699	11,699	11,749	11,723
S2	11,639	11,639	11,740
S3	11,532	11,592	11,730
S4	11,425	11,485	11,700

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,206	12,141	11,847
R3	12,047	11,982	11,803
R2	11,888	11,888	11,788
R1	11,823	11,823	11,774	11,856
PP	11,729	11,729	11,729	11,745
S1	11,664	11,664	11,745	11,697
S2	11,570	11,570	11,730
S3	11,411	11,505	11,715
S4	11,252	11,346	11,672

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,793	11,573	220	1.9%	101	0.9%	85%	True	False	25
10	11,793	11,466	327	2.8%	97	0.8%	90%	True	False	21
20	11,793	11,397	396	3.4%	78	0.7%	91%	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,248
2.618	12,073
1.618	11,966
1.000	11,900
0.618	11,859
HIGH	11,793
0.618	11,752
0.500	11,740
0.382	11,727
LOW	11,686
0.618	11,620
1.000	11,579
1.618	11,513
2.618	11,406
4.250	11,231

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	11,753	11,744
PP	11,746	11,729
S1	11,740	11,714

Download as Excel Spreadsheet

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

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