mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	12,638	12,500	-138	-1.1%	12,339
High	12,675	12,531	-144	-1.1%	12,675
Low	12,523	12,369	-154	-1.2%	12,170
Close	12,549	12,478	-71	-0.6%	12,549
Range	152	162	10	6.6%	505
ATR	153	155	2	1.3%	0
Volume	244	68	-176	-72.1%	474

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,945	12,874	12,567
R3	12,783	12,712	12,523
R2	12,621	12,621	12,508
R1	12,550	12,550	12,493	12,505
PP	12,459	12,459	12,459	12,437
S1	12,388	12,388	12,463	12,343
S2	12,297	12,297	12,448
S3	12,135	12,226	12,434
S4	11,973	12,064	12,389

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	12,273	402	3.2%	166	1.3%	51%	False	False	96
10	12,675	12,170	505	4.0%	166	1.3%	61%	False	False	72
20	12,675	11,755	920	7.4%	154	1.2%	79%	False	False	73

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	27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,220
2.618	12,955
1.618	12,793
1.000	12,693
0.618	12,631
HIGH	12,531
0.618	12,469
0.500	12,450
0.382	12,431
LOW	12,369
0.618	12,269
1.000	12,207
1.618	12,107
2.618	11,945
4.250	11,681

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	12,469	12,522
PP	12,459	12,507
S1	12,450	12,493

Download as Excel Spreadsheet

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

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