mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	11,422	11,394	-28	-0.2%	11,080
High	11,476	11,589	113	1.0%	11,589
Low	11,312	11,359	47	0.4%	11,080
Close	11,392	11,566	174	1.5%	11,566
Range	164	230	66	40.2%	509
ATR	289	285	-4	-1.5%	0
Volume	125,916	100,472	-25,444	-20.2%	542,844

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,195	12,110	11,693
R3	11,965	11,880	11,629
R2	11,735	11,735	11,608
R1	11,650	11,650	11,587	11,693
PP	11,505	11,505	11,505	11,526
S1	11,420	11,420	11,545	11,463
S2	11,275	11,275	11,524
S3	11,045	11,190	11,503
S4	10,815	10,960	11,440

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,939	12,761	11,846
R3	12,430	12,252	11,706
R2	11,921	11,921	11,659
R1	11,743	11,743	11,613	11,832
PP	11,412	11,412	11,412	11,456
S1	11,234	11,234	11,519	11,323
S2	10,903	10,903	11,473
S3	10,394	10,725	11,426
S4	9,885	10,216	11,286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,589	11,080	509	4.4%	217	1.9%	95%	True	False	108,568
10	11,589	10,328	1,261	10.9%	263	2.3%	98%	True	False	139,941
20	11,589	10,328	1,261	10.9%	302	2.6%	98%	True	False	149,013
40	11,625	10,328	1,297	11.2%	291	2.5%	95%	False	False	96,003
60	12,675	10,328	2,347	20.3%	308	2.7%	53%	False	False	64,062
80	12,675	10,328	2,347	20.3%	270	2.3%	53%	False	False	48,063

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	64
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,567
2.618	12,191
1.618	11,961
1.000	11,819
0.618	11,731
HIGH	11,589
0.618	11,501
0.500	11,474
0.382	11,447
LOW	11,359
0.618	11,217
1.000	11,129
1.618	10,987
2.618	10,757
4.250	10,382

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	11,535	11,518
PP	11,505	11,471
S1	11,474	11,423

Download as Excel Spreadsheet

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

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