mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	12,185	12,133	-52	-0.4%	12,500
High	12,258	12,134	-124	-1.0%	12,531
Low	12,104	11,968	-136	-1.1%	11,968
Close	12,122	12,019	-103	-0.8%	12,019
Range	154	166	12	7.8%	563
ATR	160	161	0	0.3%	0
Volume	122	46	-76	-62.3%	448

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,538	12,445	12,110
R3	12,372	12,279	12,065
R2	12,206	12,206	12,050
R1	12,113	12,113	12,034	12,077
PP	12,040	12,040	12,040	12,022
S1	11,947	11,947	12,004	11,911
S2	11,874	11,874	11,989
S3	11,708	11,781	11,973
S4	11,542	11,615	11,928

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,862	13,503	12,329
R3	13,299	12,940	12,174
R2	12,736	12,736	12,122
R1	12,377	12,377	12,071	12,275
PP	12,173	12,173	12,173	12,122
S1	11,814	11,814	11,968	11,712
S2	11,610	11,610	11,916
S3	11,047	11,251	11,864
S4	10,484	10,688	11,709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,531	11,968	563	4.7%	176	1.5%	9%	False	True	89
10	12,675	11,968	707	5.9%	172	1.4%	7%	False	True	92
20	12,675	11,968	707	5.9%	160	1.3%	7%	False	True	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,840
2.618	12,569
1.618	12,403
1.000	12,300
0.618	12,237
HIGH	12,134
0.618	12,071
0.500	12,051
0.382	12,032
LOW	11,968
0.618	11,866
1.000	11,802
1.618	11,700
2.618	11,534
4.250	11,263

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	12,051	12,176
PP	12,040	12,124
S1	12,030	12,071

Download as Excel Spreadsheet

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

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