mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	11,363	11,351	-12	-0.1%	10,846
High	11,460	11,371	-89	-0.8%	11,460
Low	11,299	11,176	-123	-1.1%	10,695
Close	11,446	11,323	-123	-1.1%	11,446
Range	161	195	34	21.1%	765
ATR	290	288	-1	-0.5%	0
Volume	115,896	123,756	7,860	6.8%	697,584

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,875	11,794	11,430
R3	11,680	11,599	11,377
R2	11,485	11,485	11,359
R1	11,404	11,404	11,341	11,347
PP	11,290	11,290	11,290	11,262
S1	11,209	11,209	11,305	11,152
S2	11,095	11,095	11,287
S3	10,900	11,014	11,270
S4	10,705	10,819	11,216

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,495	13,236	11,867
R3	12,730	12,471	11,657
R2	11,965	11,965	11,586
R1	11,706	11,706	11,516	11,836
PP	11,200	11,200	11,200	11,265
S1	10,941	10,941	11,376	11,071
S2	10,435	10,435	11,306
S3	9,670	10,176	11,236
S4	8,905	9,411	11,025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,460	10,835	625	5.5%	258	2.3%	78%	False	False	136,627
10	11,460	10,695	765	6.8%	280	2.5%	82%	False	False	97,826
20	11,625	10,651	974	8.6%	276	2.4%	69%	False	False	49,165
40	12,531	10,370	2,161	19.1%	311	2.7%	44%	False	False	24,674
60	12,675	10,370	2,305	20.4%	260	2.3%	41%	False	False	16,474

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	67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,200
2.618	11,882
1.618	11,687
1.000	11,566
0.618	11,492
HIGH	11,371
0.618	11,297
0.500	11,274
0.382	11,251
LOW	11,176
0.618	11,056
1.000	10,981
1.618	10,861
2.618	10,666
4.250	10,347

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	11,307	11,313
PP	11,290	11,302
S1	11,274	11,292

Download as Excel Spreadsheet

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

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