mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	12,130	12,085	-45	-0.4%	11,998
High	12,149	12,187	38	0.3%	12,187
Low	12,058	12,067	9	0.1%	11,974
Close	12,129	12,176	47	0.4%	12,176
Range	91	120	29	31.9%	213
ATR	92	94	2	2.2%	0
Volume	106	48	-58	-54.7%	225

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,503	12,460	12,242
R3	12,383	12,340	12,209
R2	12,263	12,263	12,198
R1	12,220	12,220	12,187	12,242
PP	12,143	12,143	12,143	12,154
S1	12,100	12,100	12,165	12,122
S2	12,023	12,023	12,154
S3	11,903	11,980	12,143
S4	11,783	11,860	12,110

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,751	12,677	12,293
R3	12,538	12,464	12,235
R2	12,325	12,325	12,215
R1	12,251	12,251	12,196	12,288
PP	12,112	12,112	12,112	12,131
S1	12,038	12,038	12,157	12,075
S2	11,899	11,899	12,137
S3	11,686	11,825	12,118
S4	11,473	11,612	12,059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,187	11,974	213	1.7%	93	0.8%	95%	True	False	45
10	12,187	11,636	551	4.5%	99	0.8%	98%	True	False	51
20	12,187	11,573	614	5.0%	101	0.8%	98%	True	False	43
40	12,187	11,336	851	7.0%	82	0.7%	99%	True	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	12,697
2.618	12,501
1.618	12,381
1.000	12,307
0.618	12,261
HIGH	12,187
0.618	12,141
0.500	12,127
0.382	12,113
LOW	12,067
0.618	11,993
1.000	11,947
1.618	11,873
2.618	11,753
4.250	11,557

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	12,160	12,158
PP	12,143	12,140
S1	12,127	12,123

Download as Excel Spreadsheet

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

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