mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	11,889	11,929	40	0.3%	11,772
High	11,943	11,967	24	0.2%	11,905
Low	11,884	11,872	-12	-0.1%	11,690
Close	11,920	11,944	24	0.2%	11,708
Range	59	95	36	61.0%	215
ATR	96	96	0	-0.1%	0
Volume	145	14	-131	-90.3%	228

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,213	12,173	11,996
R3	12,118	12,078	11,970
R2	12,023	12,023	11,962
R1	11,983	11,983	11,953	12,003
PP	11,928	11,928	11,928	11,938
S1	11,888	11,888	11,935	11,908
S2	11,833	11,833	11,927
S3	11,738	11,793	11,918
S4	11,643	11,698	11,892

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	11,967	11,636	331	2.8%	134	1.1%	93%	True	False	62
10	11,967	11,636	331	2.8%	110	0.9%	93%	True	False	54
20	11,967	11,466	501	4.2%	102	0.9%	95%	True	False	36
40	11,967	11,200	767	6.4%	76	0.6%	97%	True	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,371
2.618	12,216
1.618	12,121
1.000	12,062
0.618	12,026
HIGH	11,967
0.618	11,931
0.500	11,920
0.382	11,908
LOW	11,872
0.618	11,813
1.000	11,777
1.618	11,718
2.618	11,623
4.250	11,468

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	11,936	11,920
PP	11,928	11,896
S1	11,920	11,872

Download as Excel Spreadsheet

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

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