mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	11,351	11,318	-33	-0.3%	10,846
High	11,371	11,475	104	0.9%	11,460
Low	11,176	11,220	44	0.4%	10,695
Close	11,323	11,335	12	0.1%	11,446
Range	195	255	60	30.8%	765
ATR	288	286	-2	-0.8%	0
Volume	123,756	124,364	608	0.5%	697,584

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,108	11,977	11,475
R3	11,853	11,722	11,405
R2	11,598	11,598	11,382
R1	11,467	11,467	11,359	11,533
PP	11,343	11,343	11,343	11,376
S1	11,212	11,212	11,312	11,278
S2	11,088	11,088	11,288
S3	10,833	10,957	11,265
S4	10,578	10,702	11,195

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	11,475	10,868	607	5.4%	263	2.3%	77%	True	False	131,102
10	11,475	10,695	780	6.9%	278	2.4%	82%	True	False	110,146
20	11,625	10,695	930	8.2%	274	2.4%	69%	False	False	55,338
40	12,526	10,370	2,156	19.0%	314	2.8%	45%	False	False	27,781
60	12,675	10,370	2,305	20.3%	261	2.3%	42%	False	False	18,545

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	76
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,559
2.618	12,143
1.618	11,888
1.000	11,730
0.618	11,633
HIGH	11,475
0.618	11,378
0.500	11,348
0.382	11,318
LOW	11,220
0.618	11,063
1.000	10,965
1.618	10,808
2.618	10,553
4.250	10,136

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	11,348	11,332
PP	11,343	11,329
S1	11,339	11,326

Download as Excel Spreadsheet

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

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