mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	11,929	11,957	28	0.2%	11,680
High	11,967	11,986	19	0.2%	11,986
Low	11,872	11,918	46	0.4%	11,636
Close	11,944	11,980	36	0.3%	11,980
Range	95	68	-27	-28.4%	350
ATR	96	94	-2	-2.1%	0
Volume	14	9	-5	-35.7%	291

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,165	12,141	12,018
R3	12,097	12,073	11,999
R2	12,029	12,029	11,993
R1	12,005	12,005	11,986	12,017
PP	11,961	11,961	11,961	11,968
S1	11,937	11,937	11,974	11,949
S2	11,893	11,893	11,968
S3	11,825	11,869	11,961
S4	11,757	11,801	11,943

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,917	12,799	12,173
R3	12,567	12,449	12,076
R2	12,217	12,217	12,044
R1	12,099	12,099	12,012	12,158
PP	11,867	11,867	11,867	11,897
S1	11,749	11,749	11,948	11,808
S2	11,517	11,517	11,916
S3	11,167	11,399	11,884
S4	10,817	11,049	11,788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,986	11,636	350	2.9%	106	0.9%	98%	True	False	58
10	11,986	11,636	350	2.9%	106	0.9%	98%	True	False	51
20	11,986	11,466	520	4.3%	101	0.8%	99%	True	False	36
40	11,986	11,200	786	6.6%	76	0.6%	99%	True	False	26

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,275
2.618	12,164
1.618	12,096
1.000	12,054
0.618	12,028
HIGH	11,986
0.618	11,960
0.500	11,952
0.382	11,944
LOW	11,918
0.618	11,876
1.000	11,850
1.618	11,808
2.618	11,740
4.250	11,629

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	11,971	11,963
PP	11,961	11,946
S1	11,952	11,929

Download as Excel Spreadsheet

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

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