mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	11,721	11,528	-193	-1.6%	12,129
High	11,725	11,583	-142	-1.2%	12,203
Low	11,420	11,405	-15	-0.1%	11,643
Close	11,525	11,447	-78	-0.7%	11,767
Range	305	178	-127	-41.6%	560
ATR	270	263	-7	-2.4%	0
Volume	114,426	124,353	9,927	8.7%	670,167

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,012	11,908	11,545
R3	11,834	11,730	11,496
R2	11,656	11,656	11,480
R1	11,552	11,552	11,463	11,515
PP	11,478	11,478	11,478	11,460
S1	11,374	11,374	11,431	11,337
S2	11,300	11,300	11,414
S3	11,122	11,196	11,398
S4	10,944	11,018	11,349

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,551	13,219	12,075
R3	12,991	12,659	11,921
R2	12,431	12,431	11,870
R1	12,099	12,099	11,818	11,985
PP	11,871	11,871	11,871	11,814
S1	11,539	11,539	11,716	11,425
S2	11,311	11,311	11,664
S3	10,751	10,979	11,613
S4	10,191	10,419	11,459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,083	11,405	678	5.9%	235	2.1%	6%	False	True	135,988
10	12,203	11,405	798	7.0%	263	2.3%	5%	False	True	133,645
20	12,228	11,405	823	7.2%	263	2.3%	5%	False	True	129,566
40	12,228	10,328	1,900	16.6%	268	2.3%	59%	False	False	134,262
60	12,228	10,328	1,900	16.6%	278	2.4%	59%	False	False	122,532
80	12,228	10,328	1,900	16.6%	303	2.6%	59%	False	False	91,963
100	12,675	10,328	2,347	20.5%	275	2.4%	48%	False	False	73,585

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,340
2.618	12,049
1.618	11,871
1.000	11,761
0.618	11,693
HIGH	11,583
0.618	11,515
0.500	11,494
0.382	11,473
LOW	11,405
0.618	11,295
1.000	11,227
1.618	11,117
2.618	10,939
4.250	10,649

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	11,494	11,632
PP	11,478	11,570
S1	11,463	11,509

Download as Excel Spreadsheet

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

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