mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	11,875	11,873	-2	0.0%	11,651
High	11,880	11,905	25	0.2%	11,793
Low	11,791	11,848	57	0.5%	11,634
Close	11,859	11,873	14	0.1%	11,759
Range	89	57	-32	-36.0%	159
ATR	85	83	-2	-2.4%	0
Volume	61	59	-2	-3.3%	87

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,046	12,017	11,904
R3	11,989	11,960	11,889
R2	11,932	11,932	11,884
R1	11,903	11,903	11,878	11,902
PP	11,875	11,875	11,875	11,875
S1	11,846	11,846	11,868	11,845
S2	11,818	11,818	11,863
S3	11,761	11,789	11,857
S4	11,704	11,732	11,842

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	11,905	11,634	271	2.3%	96	0.8%	88%	True	False	46
10	11,905	11,561	344	2.9%	95	0.8%	91%	True	False	35
20	11,905	11,410	495	4.2%	85	0.7%	94%	True	False	27

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	12,147
2.618	12,054
1.618	11,997
1.000	11,962
0.618	11,940
HIGH	11,905
0.618	11,883
0.500	11,877
0.382	11,870
LOW	11,848
0.618	11,813
1.000	11,791
1.618	11,756
2.618	11,699
4.250	11,606

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	11,877	11,858
PP	11,875	11,843
S1	11,874	11,828

Download as Excel Spreadsheet

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

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