mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	12,469	12,430	-39	-0.3%	12,500
High	12,506	12,624	118	0.9%	12,503
Low	12,426	12,394	-32	-0.3%	12,252
Close	12,436	12,618	182	1.5%	12,382
Range	80	230	150	187.5%	251
ATR	147	153	6	4.0%	0
Volume	60	44	-16	-26.7%	296

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,235	13,157	12,745
R3	13,005	12,927	12,681
R2	12,775	12,775	12,660
R1	12,697	12,697	12,639	12,736
PP	12,545	12,545	12,545	12,565
S1	12,467	12,467	12,597	12,506
S2	12,315	12,315	12,576
S3	12,085	12,237	12,555
S4	11,855	12,007	12,492

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	12,624	12,170	454	3.6%	162	1.3%	99%	True	False	52
10	12,654	12,170	484	3.8%	171	1.4%	93%	False	False	58
20	12,654	11,755	899	7.1%	157	1.2%	96%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	13,602
2.618	13,226
1.618	12,996
1.000	12,854
0.618	12,766
HIGH	12,624
0.618	12,536
0.500	12,509
0.382	12,482
LOW	12,394
0.618	12,252
1.000	12,164
1.618	12,022
2.618	11,792
4.250	11,417

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	12,582	12,562
PP	12,545	12,505
S1	12,509	12,449

Download as Excel Spreadsheet

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

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