mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	11,741	11,721	-20	-0.2%	12,129
High	11,859	11,725	-134	-1.1%	12,203
Low	11,696	11,420	-276	-2.4%	11,643
Close	11,767	11,525	-242	-2.1%	11,767
Range	163	305	142	87.1%	560
ATR	264	270	6	2.3%	0
Volume	114,426	114,426	0	0.0%	670,167

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,472	12,303	11,693
R3	12,167	11,998	11,609
R2	11,862	11,862	11,581
R1	11,693	11,693	11,553	11,625
PP	11,557	11,557	11,557	11,523
S1	11,388	11,388	11,497	11,320
S2	11,252	11,252	11,469
S3	10,947	11,083	11,441
S4	10,642	10,778	11,357

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,551	13,219	12,075
R3	12,991	12,659	11,921
R2	12,431	12,431	11,870
R1	12,099	12,099	11,818	11,985
PP	11,871	11,871	11,871	11,814
S1	11,539	11,539	11,716	11,425
S2	11,311	11,311	11,664
S3	10,751	10,979	11,613
S4	10,191	10,419	11,459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,129	11,420	709	6.2%	242	2.1%	15%	False	True	134,934
10	12,203	11,420	783	6.8%	266	2.3%	13%	False	True	133,361
20	12,228	11,420	808	7.0%	267	2.3%	13%	False	True	130,738
40	12,228	10,328	1,900	16.5%	272	2.4%	63%	False	False	134,977
60	12,228	10,328	1,900	16.5%	279	2.4%	63%	False	False	120,462
80	12,228	10,328	1,900	16.5%	304	2.6%	63%	False	False	90,409
100	12,675	10,328	2,347	20.4%	276	2.4%	51%	False	False	72,343

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	13,021
2.618	12,524
1.618	12,219
1.000	12,030
0.618	11,914
HIGH	11,725
0.618	11,609
0.500	11,573
0.382	11,537
LOW	11,420
0.618	11,232
1.000	11,115
1.618	10,927
2.618	10,622
4.250	10,124

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	11,573	11,676
PP	11,557	11,625
S1	11,541	11,575

Download as Excel Spreadsheet

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

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