mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	12,292	12,339	47	0.4%	12,500
High	12,387	12,339	-48	-0.4%	12,503
Low	12,264	12,170	-94	-0.8%	12,252
Close	12,382	12,260	-122	-1.0%	12,382
Range	123	169	46	37.4%	251
ATR	142	147	5	3.5%	0
Volume	30	61	31	103.3%	296

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,763	12,681	12,353
R3	12,594	12,512	12,307
R2	12,425	12,425	12,291
R1	12,343	12,343	12,276	12,300
PP	12,256	12,256	12,256	12,235
S1	12,174	12,174	12,245	12,131
S2	12,087	12,087	12,229
S3	11,918	12,005	12,214
S4	11,749	11,836	12,167

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,132	13,008	12,520
R3	12,881	12,757	12,451
R2	12,630	12,630	12,428
R1	12,506	12,506	12,405	12,443
PP	12,379	12,379	12,379	12,347
S1	12,255	12,255	12,359	12,192
S2	12,128	12,128	12,336
S3	11,877	12,004	12,313
S4	11,626	11,753	12,244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,483	12,170	313	2.6%	166	1.4%	29%	False	True	48
10	12,654	12,170	484	3.9%	145	1.2%	19%	False	True	56
20	12,654	11,755	899	7.3%	153	1.2%	56%	False	False	76

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	24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,057
2.618	12,782
1.618	12,613
1.000	12,508
0.618	12,444
HIGH	12,339
0.618	12,275
0.500	12,255
0.382	12,235
LOW	12,170
0.618	12,066
1.000	12,001
1.618	11,897
2.618	11,728
4.250	11,452

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	12,258	12,312
PP	12,256	12,294
S1	12,255	12,277

Download as Excel Spreadsheet

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

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