mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	12,048	11,985	-63	-0.5%	12,295
High	12,066	12,080	14	0.1%	12,304
Low	11,904	11,985	81	0.7%	11,904
Close	11,974	12,047	73	0.6%	12,047
Range	162	95	-67	-41.4%	400
ATR	108	108	0	-0.2%	0
Volume	102	122	20	19.6%	472

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,322	12,280	12,099
R3	12,227	12,185	12,073
R2	12,132	12,132	12,065
R1	12,090	12,090	12,056	12,111
PP	12,037	12,037	12,037	12,048
S1	11,995	11,995	12,038	12,016
S2	11,942	11,942	12,030
S3	11,847	11,900	12,021
S4	11,752	11,805	11,995

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,285	13,066	12,267
R3	12,885	12,666	12,157
R2	12,485	12,485	12,120
R1	12,266	12,266	12,084	12,176
PP	12,085	12,085	12,085	12,040
S1	11,866	11,866	12,010	11,776
S2	11,685	11,685	11,974
S3	11,285	11,466	11,937
S4	10,885	11,066	11,827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,311	11,904	407	3.4%	150	1.2%	35%	False	False	105
10	12,311	11,904	407	3.4%	115	1.0%	35%	False	False	98
20	12,311	11,636	675	5.6%	112	0.9%	61%	False	False	74
40	12,311	11,410	901	7.5%	99	0.8%	71%	False	False	51

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	17
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	12,484
2.618	12,329
1.618	12,234
1.000	12,175
0.618	12,139
HIGH	12,080
0.618	12,044
0.500	12,033
0.382	12,021
LOW	11,985
0.618	11,926
1.000	11,890
1.618	11,831
2.618	11,736
4.250	11,581

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	12,042	12,043
PP	12,037	12,040
S1	12,033	12,036

Download as Excel Spreadsheet

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

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