mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	11,462	11,717	255	2.2%	11,559
High	11,763	11,882	119	1.0%	11,763
Low	11,457	11,687	230	2.0%	11,219
Close	11,757	11,825	68	0.6%	11,757
Range	306	195	-111	-36.3%	544
ATR	282	276	-6	-2.2%	0
Volume	114,108	102,758	-11,350	-9.9%	672,224

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,383	12,299	11,932
R3	12,188	12,104	11,879
R2	11,993	11,993	11,861
R1	11,909	11,909	11,843	11,951
PP	11,798	11,798	11,798	11,819
S1	11,714	11,714	11,807	11,756
S2	11,603	11,603	11,789
S3	11,408	11,519	11,772
S4	11,213	11,324	11,718

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,212	13,028	12,056
R3	12,668	12,484	11,907
R2	12,124	12,124	11,857
R1	11,940	11,940	11,807	12,032
PP	11,580	11,580	11,580	11,626
S1	11,396	11,396	11,707	11,488
S2	11,036	11,036	11,657
S3	10,492	10,852	11,608
S4	9,948	10,308	11,458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,882	11,219	663	5.6%	247	2.1%	91%	True	False	131,680
10	11,882	11,219	663	5.6%	239	2.0%	91%	True	False	122,132
20	11,882	10,328	1,554	13.1%	277	2.3%	96%	True	False	139,216
40	11,882	10,328	1,554	13.1%	285	2.4%	96%	True	False	115,324
60	12,213	10,328	1,885	15.9%	317	2.7%	79%	False	False	76,967
80	12,675	10,328	2,347	19.8%	278	2.3%	64%	False	False	57,745

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,711
2.618	12,393
1.618	12,198
1.000	12,077
0.618	12,003
HIGH	11,882
0.618	11,808
0.500	11,785
0.382	11,762
LOW	11,687
0.618	11,567
1.000	11,492
1.618	11,372
2.618	11,177
4.250	10,858

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	11,812	11,752
PP	11,798	11,679
S1	11,785	11,606

Download as Excel Spreadsheet

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

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