mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	11,717	11,824	107	0.9%	11,559
High	11,882	11,882	0	0.0%	11,763
Low	11,687	11,623	-64	-0.5%	11,219
Close	11,825	11,662	-163	-1.4%	11,757
Range	195	259	64	32.8%	544
ATR	276	275	-1	-0.4%	0
Volume	102,758	147,788	45,030	43.8%	672,224

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,499	12,340	11,805
R3	12,240	12,081	11,733
R2	11,981	11,981	11,710
R1	11,822	11,822	11,686	11,772
PP	11,722	11,722	11,722	11,698
S1	11,563	11,563	11,638	11,513
S2	11,463	11,463	11,615
S3	11,204	11,304	11,591
S4	10,945	11,045	11,520

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	11,330	552	4.7%	224	1.9%	60%	True	False	130,150
10	11,882	11,219	663	5.7%	255	2.2%	67%	True	False	126,516
20	11,882	10,328	1,554	13.3%	272	2.3%	86%	True	False	138,957
40	11,882	10,328	1,554	13.3%	285	2.4%	86%	True	False	119,015
60	12,010	10,328	1,682	14.4%	316	2.7%	79%	False	False	79,428
80	12,675	10,328	2,347	20.1%	279	2.4%	57%	False	False	59,590

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	54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,983
2.618	12,560
1.618	12,301
1.000	12,141
0.618	12,042
HIGH	11,882
0.618	11,783
0.500	11,753
0.382	11,722
LOW	11,623
0.618	11,463
1.000	11,364
1.618	11,204
2.618	10,945
4.250	10,522

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	11,753	11,670
PP	11,722	11,667
S1	11,692	11,665

Download as Excel Spreadsheet

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

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