mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	11,338	11,273	-65	-0.6%	11,100
High	11,350	11,424	74	0.7%	11,230
Low	11,200	11,230	30	0.3%	10,370
Close	11,312	11,307	-5	0.0%	11,176
Range	150	194	44	29.3%	860
ATR	318	309	-9	-2.8%	0
Volume	134	126	-8	-6.0%	1,440

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,902	11,799	11,414
R3	11,708	11,605	11,360
R2	11,514	11,514	11,343
R1	11,411	11,411	11,325	11,463
PP	11,320	11,320	11,320	11,346
S1	11,217	11,217	11,289	11,269
S2	11,126	11,126	11,272
S3	10,932	11,023	11,254
S4	10,738	10,829	11,200

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,505	13,201	11,649
R3	12,645	12,341	11,413
R2	11,785	11,785	11,334
R1	11,481	11,481	11,255	11,633
PP	10,925	10,925	10,925	11,002
S1	10,621	10,621	11,097	10,773
S2	10,065	10,065	11,018
S3	9,205	9,761	10,940
S4	8,345	8,901	10,703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,424	10,518	906	8.0%	310	2.7%	87%	True	False	135
10	11,815	10,370	1,445	12.8%	447	4.0%	65%	False	False	222
20	12,675	10,370	2,305	20.4%	328	2.9%	41%	False	False	175
40	12,675	10,370	2,305	20.4%	240	2.1%	41%	False	False	121

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	112
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,249
2.618	11,932
1.618	11,738
1.000	11,618
0.618	11,544
HIGH	11,424
0.618	11,350
0.500	11,327
0.382	11,304
LOW	11,230
0.618	11,110
1.000	11,036
1.618	10,916
2.618	10,722
4.250	10,406

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	11,327	11,306
PP	11,320	11,305
S1	11,314	11,305

Download as Excel Spreadsheet

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

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