mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	12,152	11,910	-242	-2.0%	11,717
High	12,160	11,917	-243	-2.0%	12,228
Low	11,883	11,571	-312	-2.6%	11,623
Close	11,897	11,682	-215	-1.8%	12,168
Range	277	346	69	24.9%	605
ATR	269	275	5	2.0%	0
Volume	104,723	185,319	80,596	77.0%	613,578

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,761	12,568	11,872
R3	12,415	12,222	11,777
R2	12,069	12,069	11,746
R1	11,876	11,876	11,714	11,800
PP	11,723	11,723	11,723	11,685
S1	11,530	11,530	11,650	11,454
S2	11,377	11,377	11,619
S3	11,031	11,184	11,587
S4	10,685	10,838	11,492

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,821	13,600	12,501
R3	13,216	12,995	12,335
R2	12,611	12,611	12,279
R1	12,390	12,390	12,224	12,501
PP	12,006	12,006	12,006	12,062
S1	11,785	11,785	12,113	11,896
S2	11,401	11,401	12,057
S3	10,796	11,180	12,002
S4	10,191	10,575	11,835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,228	11,571	657	5.6%	270	2.3%	17%	False	True	130,614
10	12,228	11,330	898	7.7%	247	2.1%	39%	False	False	130,382
20	12,228	10,619	1,609	13.8%	251	2.1%	66%	False	False	128,872
40	12,228	10,328	1,900	16.3%	289	2.5%	71%	False	False	135,236
60	12,228	10,328	1,900	16.3%	304	2.6%	71%	False	False	90,294
80	12,675	10,328	2,347	20.1%	288	2.5%	58%	False	False	67,749
100	12,675	10,328	2,347	20.1%	256	2.2%	58%	False	False	54,218

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	29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,388
2.618	12,823
1.618	12,477
1.000	12,263
0.618	12,131
HIGH	11,917
0.618	11,785
0.500	11,744
0.382	11,703
LOW	11,571
0.618	11,357
1.000	11,225
1.618	11,011
2.618	10,665
4.250	10,101

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	11,744	11,883
PP	11,723	11,816
S1	11,703	11,749

Download as Excel Spreadsheet

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

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