mini-sized Dow ($5) Future September 2011

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

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	11,492	11,611	119	1.0%	10,803
High	11,700	11,705	5	0.0%	11,380
Low	11,469	11,460	-9	-0.1%	10,713
Close	11,603	11,465	-138	-1.2%	11,279
Range	231	245	14	6.1%	667
ATR	319	314	-5	-1.7%	0
Volume	133,279	114,686	-18,593	-14.0%	705,744

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,278	12,117	11,600
R3	12,033	11,872	11,533
R2	11,788	11,788	11,510
R1	11,627	11,627	11,488	11,585
PP	11,543	11,543	11,543	11,523
S1	11,382	11,382	11,443	11,340
S2	11,298	11,298	11,420
S3	11,053	11,137	11,398
S4	10,808	10,892	11,330

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,125	12,869	11,646
R3	12,458	12,202	11,463
R2	11,791	11,791	11,401
R1	11,535	11,535	11,340	11,663
PP	11,124	11,124	11,124	11,188
S1	10,868	10,868	11,218	10,996
S2	10,457	10,457	11,157
S3	9,790	10,201	11,096
S4	9,123	9,534	10,912

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,705	10,909	796	6.9%	272	2.4%	70%	True	False	122,576
10	11,705	10,713	992	8.7%	292	2.5%	76%	True	False	133,163
20	11,705	10,401	1,304	11.4%	383	3.3%	82%	True	False	180,515
40	12,749	10,401	2,348	20.5%	301	2.6%	45%	False	False	157,848
60	12,749	10,401	2,348	20.5%	255	2.2%	45%	False	False	144,175
80	12,749	10,401	2,348	20.5%	227	2.0%	45%	False	False	108,283
100	12,803	10,401	2,402	21.0%	210	1.8%	44%	False	False	86,644

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	84
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,746
2.618	12,347
1.618	12,102
1.000	11,950
0.618	11,857
HIGH	11,705
0.618	11,612
0.500	11,583
0.382	11,554
LOW	11,460
0.618	11,309
1.000	11,215
1.618	11,064
2.618	10,819
4.250	10,419

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	11,583	11,560
PP	11,543	11,528
S1	11,504	11,497

Download as Excel Spreadsheet

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

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