mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	11,675	11,766	91	0.8%	11,717
High	11,818	12,008	190	1.6%	12,228
Low	11,617	11,592	-25	-0.2%	11,623
Close	11,768	11,976	208	1.8%	12,168
Range	201	416	215	107.0%	605
ATR	269	280	10	3.9%	0
Volume	119,672	137,718	18,046	15.1%	613,578

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,107	12,957	12,205
R3	12,691	12,541	12,091
R2	12,275	12,275	12,052
R1	12,125	12,125	12,014	12,200
PP	11,859	11,859	11,859	11,896
S1	11,709	11,709	11,938	11,784
S2	11,443	11,443	11,900
S3	11,027	11,293	11,862
S4	10,611	10,877	11,747

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	12,194	11,571	623	5.2%	269	2.2%	65%	False	False	126,080
10	12,228	11,457	771	6.4%	273	2.3%	67%	False	False	127,511
20	12,228	10,983	1,245	10.4%	255	2.1%	80%	False	False	126,472
40	12,228	10,328	1,900	15.9%	293	2.4%	87%	False	False	140,724
60	12,228	10,328	1,900	15.9%	292	2.4%	87%	False	False	94,569
80	12,675	10,328	2,347	19.6%	291	2.4%	70%	False	False	70,966
100	12,675	10,328	2,347	19.6%	262	2.2%	70%	False	False	56,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,776
2.618	13,097
1.618	12,681
1.000	12,424
0.618	12,265
HIGH	12,008
0.618	11,849
0.500	11,800
0.382	11,751
LOW	11,592
0.618	11,335
1.000	11,176
1.618	10,919
2.618	10,503
4.250	9,824

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	11,917	11,914
PP	11,859	11,852
S1	11,800	11,790

Download as Excel Spreadsheet

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

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