mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	11,424	11,550	126	1.1%	10,682
High	11,625	11,625	0	0.0%	11,303
Low	11,407	11,393	-14	-0.1%	10,651
Close	11,531	11,393	-138	-1.2%	11,208
Range	218	232	14	6.4%	652
ATR	296	292	-5	-1.6%	0
Volume	534	669	135	25.3%	1,820

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,166	12,012	11,521
R3	11,934	11,780	11,457
R2	11,702	11,702	11,436
R1	11,548	11,548	11,414	11,509
PP	11,470	11,470	11,470	11,451
S1	11,316	11,316	11,372	11,277
S2	11,238	11,238	11,351
S3	11,006	11,084	11,329
S4	10,774	10,852	11,266

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	6.9%	250	2.2%	70%	True	False	437
10	11,625	10,651	974	8.5%	270	2.4%	76%	True	False	421
20	11,625	10,370	1,255	11.0%	354	3.1%	82%	True	False	318
40	12,675	10,370	2,305	20.2%	281	2.5%	44%	False	False	209
60	12,675	10,370	2,305	20.2%	225	2.0%	44%	False	False	169

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	68
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,611
2.618	12,233
1.618	12,001
1.000	11,857
0.618	11,769
HIGH	11,625
0.618	11,537
0.500	11,509
0.382	11,482
LOW	11,393
0.618	11,250
1.000	11,161
1.618	11,018
2.618	10,786
4.250	10,407

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	11,509	11,494
PP	11,470	11,460
S1	11,432	11,427

Download as Excel Spreadsheet

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

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