mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	11,434	11,424	-10	-0.1%	10,682
High	11,517	11,625	108	0.9%	11,303
Low	11,362	11,407	45	0.4%	10,651
Close	11,420	11,531	111	1.0%	11,208
Range	155	218	63	40.6%	652
ATR	302	296	-6	-2.0%	0
Volume	717	534	-183	-25.5%	1,820

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,175	12,071	11,651
R3	11,957	11,853	11,591
R2	11,739	11,739	11,571
R1	11,635	11,635	11,551	11,687
PP	11,521	11,521	11,521	11,547
S1	11,417	11,417	11,511	11,469
S2	11,303	11,303	11,491
S3	11,085	11,199	11,471
S4	10,867	10,981	11,411

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,010	12,761	11,567
R3	12,358	12,109	11,387
R2	11,706	11,706	11,328
R1	11,457	11,457	11,268	11,582
PP	11,054	11,054	11,054	11,116
S1	10,805	10,805	11,148	10,930
S2	10,402	10,402	11,089
S3	9,750	10,153	11,029
S4	9,098	9,501	10,850

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,625	10,840	785	6.8%	258	2.2%	88%	True	False	350
10	11,625	10,651	974	8.4%	296	2.6%	90%	True	False	367
20	11,815	10,370	1,445	12.5%	371	3.2%	80%	False	False	294
40	12,675	10,370	2,305	20.0%	278	2.4%	50%	False	False	194
60	12,675	10,370	2,305	20.0%	222	1.9%	50%	False	False	158

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	60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,552
2.618	12,196
1.618	11,978
1.000	11,843
0.618	11,760
HIGH	11,625
0.618	11,542
0.500	11,516
0.382	11,490
LOW	11,407
0.618	11,272
1.000	11,189
1.618	11,054
2.618	10,836
4.250	10,481

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	11,526	11,491
PP	11,521	11,450
S1	11,516	11,410

Download as Excel Spreadsheet

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

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