mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	11,981	11,958	-23	-0.2%	12,152
High	12,008	12,023	15	0.1%	12,160
Low	11,790	11,786	-4	0.0%	11,571
Close	11,941	12,007	66	0.6%	11,941
Range	218	237	19	8.7%	589
ATR	275	273	-3	-1.0%	0
Volume	114,787	108,110	-6,677	-5.8%	662,219

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,650	12,565	12,137
R3	12,413	12,328	12,072
R2	12,176	12,176	12,051
R1	12,091	12,091	12,029	12,134
PP	11,939	11,939	11,939	11,960
S1	11,854	11,854	11,985	11,897
S2	11,702	11,702	11,964
S3	11,465	11,617	11,942
S4	11,228	11,380	11,877

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,658	13,388	12,265
R3	13,069	12,799	12,103
R2	12,480	12,480	12,049
R1	12,210	12,210	11,995	12,051
PP	11,891	11,891	11,891	11,811
S1	11,621	11,621	11,887	11,462
S2	11,302	11,302	11,833
S3	10,713	11,032	11,779
S4	10,124	10,443	11,617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,023	11,571	452	3.8%	284	2.4%	96%	True	False	133,121
10	12,228	11,571	657	5.5%	268	2.2%	66%	False	False	128,114
20	12,228	11,219	1,009	8.4%	253	2.1%	78%	False	False	125,123
40	12,228	10,328	1,900	15.8%	286	2.4%	88%	False	False	139,894
60	12,228	10,328	1,900	15.8%	282	2.3%	88%	False	False	98,279
80	12,675	10,328	2,347	19.5%	293	2.4%	72%	False	False	73,751
100	12,675	10,328	2,347	19.5%	264	2.2%	72%	False	False	59,015

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,030
2.618	12,644
1.618	12,407
1.000	12,260
0.618	12,170
HIGH	12,023
0.618	11,933
0.500	11,905
0.382	11,877
LOW	11,786
0.618	11,640
1.000	11,549
1.618	11,403
2.618	11,166
4.250	10,779

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	11,973	11,941
PP	11,939	11,874
S1	11,905	11,808

Download as Excel Spreadsheet

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

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