mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	11,787	11,889	102	0.9%	11,772
High	11,936	11,943	7	0.1%	11,905
Low	11,776	11,884	108	0.9%	11,690
Close	11,909	11,920	11	0.1%	11,708
Range	160	59	-101	-63.1%	215
ATR	99	96	-3	-2.9%	0
Volume	51	145	94	184.3%	228

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,093	12,065	11,953
R3	12,034	12,006	11,936
R2	11,975	11,975	11,931
R1	11,947	11,947	11,926	11,961
PP	11,916	11,916	11,916	11,923
S1	11,888	11,888	11,915	11,902
S2	11,857	11,857	11,909
S3	11,798	11,829	11,904
S4	11,739	11,770	11,888

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	11,943	11,636	307	2.6%	125	1.0%	93%	True	False	64
10	11,943	11,634	309	2.6%	110	0.9%	93%	True	False	55
20	11,943	11,466	477	4.0%	104	0.9%	95%	True	False	36
40	11,943	11,200	743	6.2%	75	0.6%	97%	True	False	25

Crabel Price Patterns
NR	True
NR4	True
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	19
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,194
2.618	12,098
1.618	12,039
1.000	12,002
0.618	11,980
HIGH	11,943
0.618	11,921
0.500	11,914
0.382	11,907
LOW	11,884
0.618	11,848
1.000	11,825
1.618	11,789
2.618	11,730
4.250	11,633

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	11,918	11,877
PP	11,916	11,833
S1	11,914	11,790

Download as Excel Spreadsheet

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

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