mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	11,824	11,668	-156	-1.3%	11,559
High	11,882	11,833	-49	-0.4%	11,763
Low	11,623	11,632	9	0.1%	11,219
Close	11,662	11,802	140	1.2%	11,757
Range	259	201	-58	-22.4%	544
ATR	275	269	-5	-1.9%	0
Volume	147,788	141,154	-6,634	-4.5%	672,224

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,359	12,281	11,913
R3	12,158	12,080	11,857
R2	11,957	11,957	11,839
R1	11,879	11,879	11,821	11,918
PP	11,756	11,756	11,756	11,775
S1	11,678	11,678	11,784	11,717
S2	11,555	11,555	11,765
S3	11,354	11,477	11,747
S4	11,153	11,276	11,692

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%	231	2.0%	86%	False	False	130,703
10	11,882	11,219	663	5.6%	245	2.1%	88%	False	False	129,031
20	11,882	10,328	1,554	13.2%	266	2.3%	95%	False	False	138,235
40	11,882	10,328	1,554	13.2%	286	2.4%	95%	False	False	122,526
60	11,882	10,328	1,554	13.2%	314	2.7%	95%	False	False	81,776
80	12,675	10,328	2,347	19.9%	280	2.4%	63%	False	False	61,354
100	12,675	10,328	2,347	19.9%	246	2.1%	63%	False	False	49,100

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,687
2.618	12,359
1.618	12,158
1.000	12,034
0.618	11,957
HIGH	11,833
0.618	11,756
0.500	11,733
0.382	11,709
LOW	11,632
0.618	11,508
1.000	11,431
1.618	11,307
2.618	11,106
4.250	10,778

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	11,779	11,786
PP	11,756	11,769
S1	11,733	11,753

Download as Excel Spreadsheet

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

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