mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	12,115	12,211	96	0.8%	11,356
High	12,251	12,293	42	0.3%	12,178
Low	12,054	11,957	-97	-0.8%	11,311
Close	12,214	12,012	-202	-1.7%	12,000
Range	197	336	139	70.6%	867
ATR	250	256	6	2.5%	0
Volume	139,165	135,583	-3,582	-2.6%	616,323

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,095	12,890	12,197
R3	12,759	12,554	12,105
R2	12,423	12,423	12,074
R1	12,218	12,218	12,043	12,153
PP	12,087	12,087	12,087	12,055
S1	11,882	11,882	11,981	11,817
S2	11,751	11,751	11,951
S3	11,415	11,546	11,920
S4	11,079	11,210	11,827

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	14,431	14,082	12,477
R3	13,564	13,215	12,239
R2	12,697	12,697	12,159
R1	12,348	12,348	12,080	12,523
PP	11,830	11,830	11,830	11,917
S1	11,481	11,481	11,921	11,656
S2	10,963	10,963	11,841
S3	10,096	10,614	11,762
S4	9,229	9,747	11,523

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,293	11,957	336	2.8%	219	1.8%	16%	True	True	123,893
10	12,293	11,128	1,165	9.7%	240	2.0%	76%	True	False	119,845
20	12,293	11,128	1,165	9.7%	242	2.0%	76%	True	False	124,400
40	12,293	11,128	1,165	9.7%	254	2.1%	76%	True	False	126,641
60	12,293	10,328	1,965	16.4%	270	2.3%	86%	True	False	134,403
80	12,293	10,328	1,965	16.4%	276	2.3%	86%	True	False	108,496
100	12,675	10,328	2,347	19.5%	285	2.4%	72%	False	False	86,831
120	12,675	10,328	2,347	19.5%	263	2.2%	72%	False	False	72,371

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	56
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	13,721
2.618	13,173
1.618	12,837
1.000	12,629
0.618	12,501
HIGH	12,293
0.618	12,165
0.500	12,125
0.382	12,085
LOW	11,957
0.618	11,749
1.000	11,621
1.618	11,413
2.618	11,077
4.250	10,529

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	12,125	12,125
PP	12,087	12,087
S1	12,050	12,050

Download as Excel Spreadsheet

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

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