mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	12,430	12,638	208	1.7%	12,339
High	12,624	12,675	51	0.4%	12,675
Low	12,394	12,523	129	1.0%	12,170
Close	12,618	12,549	-69	-0.5%	12,549
Range	230	152	-78	-33.9%	505
ATR	153	153	0	0.0%	0
Volume	44	244	200	454.5%	474

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,038	12,946	12,633
R3	12,886	12,794	12,591
R2	12,734	12,734	12,577
R1	12,642	12,642	12,563	12,612
PP	12,582	12,582	12,582	12,568
S1	12,490	12,490	12,535	12,460
S2	12,430	12,430	12,521
S3	12,278	12,338	12,507
S4	12,126	12,186	12,466

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,980	13,769	12,827
R3	13,475	13,264	12,688
R2	12,970	12,970	12,642
R1	12,759	12,759	12,595	12,865
PP	12,465	12,465	12,465	12,517
S1	12,254	12,254	12,503	12,360
S2	11,960	11,960	12,457
S3	11,455	11,749	12,410
S4	10,950	11,244	12,271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,675	12,170	505	4.0%	168	1.3%	75%	True	False	94
10	12,675	12,170	505	4.0%	166	1.3%	75%	True	False	77
20	12,675	11,755	920	7.3%	156	1.2%	86%	True	False	73

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	True
Stretch	25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,321
2.618	13,073
1.618	12,921
1.000	12,827
0.618	12,769
HIGH	12,675
0.618	12,617
0.500	12,599
0.382	12,581
LOW	12,523
0.618	12,429
1.000	12,371
1.618	12,277
2.618	12,125
4.250	11,877

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	12,599	12,544
PP	12,582	12,539
S1	12,566	12,535

Download as Excel Spreadsheet

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

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