mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	12,500	12,447	-53	-0.4%	12,339
High	12,531	12,526	-5	0.0%	12,675
Low	12,369	12,352	-17	-0.1%	12,170
Close	12,478	12,359	-119	-1.0%	12,549
Range	162	174	12	7.4%	505
ATR	155	156	1	0.9%	0
Volume	68	101	33	48.5%	474

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,934	12,821	12,455
R3	12,760	12,647	12,407
R2	12,586	12,586	12,391
R1	12,473	12,473	12,375	12,443
PP	12,412	12,412	12,412	12,397
S1	12,299	12,299	12,343	12,269
S2	12,238	12,238	12,327
S3	12,064	12,125	12,311
S4	11,890	11,951	12,263

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	12,352	323	2.6%	160	1.3%	2%	False	True	103
10	12,675	12,170	505	4.1%	165	1.3%	37%	False	False	80
20	12,675	11,895	780	6.3%	154	1.2%	59%	False	False	74

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	30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,266
2.618	12,982
1.618	12,808
1.000	12,700
0.618	12,634
HIGH	12,526
0.618	12,460
0.500	12,439
0.382	12,419
LOW	12,352
0.618	12,245
1.000	12,178
1.618	12,071
2.618	11,897
4.250	11,613

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	12,439	12,514
PP	12,412	12,462
S1	12,386	12,411

Download as Excel Spreadsheet

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

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