mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	12,170	12,152	-18	-0.1%	11,717
High	12,194	12,160	-34	-0.3%	12,228
Low	12,092	11,883	-209	-1.7%	11,623
Close	12,168	11,897	-271	-2.2%	12,168
Range	102	277	175	171.6%	605
ATR	268	269	1	0.5%	0
Volume	82,969	104,723	21,754	26.2%	613,578

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,811	12,631	12,049
R3	12,534	12,354	11,973
R2	12,257	12,257	11,948
R1	12,077	12,077	11,923	12,029
PP	11,980	11,980	11,980	11,956
S1	11,800	11,800	11,872	11,752
S2	11,703	11,703	11,846
S3	11,426	11,523	11,821
S4	11,149	11,246	11,745

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,821	13,600	12,501
R3	13,216	12,995	12,335
R2	12,611	12,611	12,279
R1	12,390	12,390	12,224	12,501
PP	12,006	12,006	12,006	12,062
S1	11,785	11,785	12,113	11,896
S2	11,401	11,401	12,057
S3	10,796	11,180	12,002
S4	10,191	10,575	11,835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,228	11,623	605	5.1%	252	2.1%	45%	False	False	123,108
10	12,228	11,219	1,009	8.5%	250	2.1%	67%	False	False	127,394
20	12,228	10,328	1,900	16.0%	255	2.1%	83%	False	False	130,420
40	12,228	10,328	1,900	16.0%	288	2.4%	83%	False	False	130,632
60	12,228	10,328	1,900	16.0%	308	2.6%	83%	False	False	87,209
80	12,675	10,328	2,347	19.7%	285	2.4%	67%	False	False	65,434
100	12,675	10,328	2,347	19.7%	253	2.1%	67%	False	False	52,365

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	36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,337
2.618	12,885
1.618	12,608
1.000	12,437
0.618	12,331
HIGH	12,160
0.618	12,054
0.500	12,022
0.382	11,989
LOW	11,883
0.618	11,712
1.000	11,606
1.618	11,435
2.618	11,158
4.250	10,706

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	12,022	12,017
PP	11,980	11,977
S1	11,939	11,937

Download as Excel Spreadsheet

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

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