mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	12,288	12,469	181	1.5%	12,500
High	12,479	12,506	27	0.2%	12,503
Low	12,273	12,426	153	1.2%	12,252
Close	12,436	12,436	0	0.0%	12,382
Range	206	80	-126	-61.2%	251
ATR	152	147	-5	-3.4%	0
Volume	65	60	-5	-7.7%	296

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,696	12,646	12,480
R3	12,616	12,566	12,458
R2	12,536	12,536	12,451
R1	12,486	12,486	12,443	12,471
PP	12,456	12,456	12,456	12,449
S1	12,406	12,406	12,429	12,391
S2	12,376	12,376	12,421
S3	12,296	12,326	12,414
S4	12,216	12,246	12,392

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	12,506	12,170	336	2.7%	153	1.2%	79%	True	False	52
10	12,654	12,170	484	3.9%	160	1.3%	55%	False	False	57
20	12,654	11,755	899	7.2%	151	1.2%	76%	False	False	66

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	24
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	12,846
2.618	12,716
1.618	12,636
1.000	12,586
0.618	12,556
HIGH	12,506
0.618	12,476
0.500	12,466
0.382	12,457
LOW	12,426
0.618	12,377
1.000	12,346
1.618	12,297
2.618	12,217
4.250	12,086

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	12,466	12,403
PP	12,456	12,371
S1	12,446	12,338

Download as Excel Spreadsheet

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

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