mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	11,680	11,787	107	0.9%	11,772
High	11,784	11,936	152	1.3%	11,905
Low	11,636	11,776	140	1.2%	11,690
Close	11,775	11,909	134	1.1%	11,708
Range	148	160	12	8.1%	215
ATR	94	99	5	5.1%	0
Volume	72	51	-21	-29.2%	228

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,354	12,291	11,997
R3	12,194	12,131	11,953
R2	12,034	12,034	11,938
R1	11,971	11,971	11,924	12,003
PP	11,874	11,874	11,874	11,889
S1	11,811	11,811	11,894	11,843
S2	11,714	11,714	11,880
S3	11,554	11,651	11,865
S4	11,394	11,491	11,821

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,413	12,275	11,826
R3	12,198	12,060	11,767
R2	11,983	11,983	11,748
R1	11,845	11,845	11,728	11,807
PP	11,768	11,768	11,768	11,748
S1	11,630	11,630	11,688	11,592
S2	11,553	11,553	11,669
S3	11,338	11,415	11,649
S4	11,123	11,200	11,590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,936	11,636	300	2.5%	125	1.0%	91%	True	False	47
10	11,936	11,634	302	2.5%	112	0.9%	91%	True	False	43
20	11,936	11,466	470	3.9%	103	0.9%	94%	True	False	29

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	21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,616
2.618	12,355
1.618	12,195
1.000	12,096
0.618	12,035
HIGH	11,936
0.618	11,875
0.500	11,856
0.382	11,837
LOW	11,776
0.618	11,677
1.000	11,616
1.618	11,517
2.618	11,357
4.250	11,096

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	11,891	11,868
PP	11,874	11,827
S1	11,856	11,786

Download as Excel Spreadsheet

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

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