mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	11,287	11,233	-54	-0.5%	10,685
High	11,302	11,460	158	1.4%	11,075
Low	11,238	11,202	-36	-0.3%	10,288
Close	11,255	11,341	86	0.8%	10,990
Range	64	258	194	303.1%	787
ATR	248	248	1	0.3%	0
Volume	25	91	66	264.0%	120

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,108	11,983	11,483
R3	11,850	11,725	11,412
R2	11,592	11,592	11,388
R1	11,467	11,467	11,365	11,530
PP	11,334	11,334	11,334	11,366
S1	11,209	11,209	11,317	11,272
S2	11,076	11,076	11,294
S3	10,818	10,951	11,270
S4	10,560	10,693	11,199

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,145	12,855	11,423
R3	12,358	12,068	11,207
R2	11,571	11,571	11,134
R1	11,281	11,281	11,062	11,426
PP	10,784	10,784	10,784	10,857
S1	10,494	10,494	10,918	10,639
S2	9,997	9,997	10,846
S3	9,210	9,707	10,774
S4	8,423	8,920	10,557

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,460	10,740	720	6.3%	179	1.6%	83%	True	False	42
10	11,460	10,288	1,172	10.3%	240	2.1%	90%	True	False	43
20	11,460	10,288	1,172	10.3%	268	2.4%	90%	True	False	43
40	11,462	10,288	1,174	10.4%	163	1.4%	90%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	68
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,557
2.618	12,136
1.618	11,878
1.000	11,718
0.618	11,620
HIGH	11,460
0.618	11,362
0.500	11,331
0.382	11,301
LOW	11,202
0.618	11,043
1.000	10,944
1.618	10,785
2.618	10,527
4.250	10,106

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	11,338	11,318
PP	11,334	11,296
S1	11,331	11,273

Download as Excel Spreadsheet

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

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