mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	11,957	11,998	41	0.3%	11,680
High	11,986	12,075	89	0.7%	11,986
Low	11,918	11,974	56	0.5%	11,636
Close	11,980	12,043	63	0.5%	11,980
Range	68	101	33	48.5%	350
ATR	94	95	0	0.5%	0
Volume	9	5	-4	-44.4%	291

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,334	12,289	12,099
R3	12,233	12,188	12,071
R2	12,132	12,132	12,062
R1	12,087	12,087	12,052	12,110
PP	12,031	12,031	12,031	12,042
S1	11,986	11,986	12,034	12,009
S2	11,930	11,930	12,025
S3	11,829	11,885	12,015
S4	11,728	11,784	11,988

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	12,075	11,776	299	2.5%	97	0.8%	89%	True	False	44
10	12,075	11,636	439	3.6%	104	0.9%	93%	True	False	46
20	12,075	11,466	609	5.1%	100	0.8%	95%	True	False	35
40	12,075	11,293	782	6.5%	76	0.6%	96%	True	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	24
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,504
2.618	12,340
1.618	12,239
1.000	12,176
0.618	12,138
HIGH	12,075
0.618	12,037
0.500	12,025
0.382	12,013
LOW	11,974
0.618	11,912
1.000	11,873
1.618	11,811
2.618	11,710
4.250	11,545

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	12,037	12,020
PP	12,031	11,997
S1	12,025	11,974

Download as Excel Spreadsheet

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

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