mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 11-Jul-2011

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	12,605	12,500	-105	-0.8%	12,464
High	12,654	12,503	-151	-1.2%	12,654
Low	12,443	12,348	-95	-0.8%	12,412
Close	12,544	12,419	-125	-1.0%	12,544
Range	211	155	-56	-26.5%	242
ATR	130	135	5	3.6%	0
Volume	54	114	60	111.1%	209

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,888	12,809	12,504
R3	12,733	12,654	12,462
R2	12,578	12,578	12,448
R1	12,499	12,499	12,433	12,461
PP	12,423	12,423	12,423	12,405
S1	12,344	12,344	12,405	12,306
S2	12,268	12,268	12,391
S3	12,113	12,189	12,377
S4	11,958	12,034	12,334

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,263	13,145	12,677
R3	13,021	12,903	12,611
R2	12,779	12,779	12,588
R1	12,661	12,661	12,566	12,720
PP	12,537	12,537	12,537	12,566
S1	12,419	12,419	12,522	12,478
S2	12,295	12,295	12,500
S3	12,053	12,177	12,478
S4	11,811	11,935	12,411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,654	12,348	306	2.5%	124	1.0%	23%	False	True	64
10	12,654	11,755	899	7.2%	142	1.1%	74%	False	False	74
20	12,654	11,691	963	7.8%	130	1.0%	76%	False	False	94

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	27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,162
2.618	12,909
1.618	12,754
1.000	12,658
0.618	12,599
HIGH	12,503
0.618	12,444
0.500	12,426
0.382	12,407
LOW	12,348
0.618	12,252
1.000	12,193
1.618	12,097
2.618	11,942
4.250	11,689

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	12,426	12,501
PP	12,423	12,474
S1	12,421	12,446

Download as Excel Spreadsheet

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

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