mini-sized Dow ($5) Future September 2011

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

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	12,226	12,214	-12	-0.1%	12,125
High	12,251	12,287	36	0.3%	12,287
Low	12,195	12,203	8	0.1%	12,048
Close	12,185	12,250	65	0.5%	12,250
Range	56	84	28	50.0%	239
ATR
Volume	152	32	-120	-78.9%	408

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,499	12,458	12,296
R3	12,415	12,374	12,273
R2	12,331	12,331	12,266
R1	12,290	12,290	12,258	12,311
PP	12,247	12,247	12,247	12,257
S1	12,206	12,206	12,242	12,227
S2	12,163	12,163	12,235
S3	12,079	12,122	12,227
S4	11,995	12,038	12,204

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,912	12,820	12,382
R3	12,673	12,581	12,316
R2	12,434	12,434	12,294
R1	12,342	12,342	12,272	12,388
PP	12,195	12,195	12,195	12,218
S1	12,103	12,103	12,228	12,149
S2	11,956	11,956	12,206
S3	11,717	11,864	12,184
S4	11,478	11,625	12,119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,287	12,048	239	2.0%	90	0.7%	85%	True	False	81
10	12,287	11,740	547	4.5%	102	0.8%	93%	True	False	50

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	23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,644
2.618	12,507
1.618	12,423
1.000	12,371
0.618	12,339
HIGH	12,287
0.618	12,255
0.500	12,245
0.382	12,235
LOW	12,203
0.618	12,151
1.000	12,119
1.618	12,067
2.618	11,983
4.250	11,846

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	12,248	12,239
PP	12,247	12,227
S1	12,245	12,216

Download as Excel Spreadsheet

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

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