mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	12,008	12,194	186	1.5%	12,035
High	12,218	12,220	2	0.0%	12,293
Low	11,957	11,932	-25	-0.2%	11,957
Close	12,210	12,011	-199	-1.6%	12,210
Range	261	288	27	10.3%	336
ATR	257	259	2	0.9%	0
Volume	76,114	47,361	-28,753	-37.8%	590,307

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,918	12,753	12,170
R3	12,630	12,465	12,090
R2	12,342	12,342	12,064
R1	12,177	12,177	12,038	12,116
PP	12,054	12,054	12,054	12,024
S1	11,889	11,889	11,985	11,828
S2	11,766	11,766	11,958
S3	11,478	11,601	11,932
S4	11,190	11,313	11,853

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,161	13,022	12,395
R3	12,825	12,686	12,303
R2	12,489	12,489	12,272
R1	12,350	12,350	12,241	12,420
PP	12,153	12,153	12,153	12,188
S1	12,014	12,014	12,179	12,084
S2	11,817	11,817	12,149
S3	11,481	11,678	12,118
S4	11,145	11,342	12,025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,293	11,932	361	3.0%	258	2.1%	22%	False	True	103,032
10	12,293	11,451	842	7.0%	250	2.1%	67%	False	False	112,694
20	12,293	11,128	1,165	9.7%	240	2.0%	76%	False	False	117,880
40	12,293	11,128	1,165	9.7%	258	2.1%	76%	False	False	124,069
60	12,293	10,328	1,965	16.4%	273	2.3%	86%	False	False	132,384
80	12,293	10,328	1,965	16.4%	274	2.3%	86%	False	False	110,036
100	12,675	10,328	2,347	19.5%	288	2.4%	72%	False	False	88,065
120	12,675	10,328	2,347	19.5%	266	2.2%	72%	False	False	73,398

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,444
2.618	12,974
1.618	12,686
1.000	12,508
0.618	12,398
HIGH	12,220
0.618	12,110
0.500	12,076
0.382	12,042
LOW	11,932
0.618	11,754
1.000	11,644
1.618	11,466
2.618	11,178
4.250	10,708

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	12,076	12,113
PP	12,054	12,079
S1	12,033	12,045

Download as Excel Spreadsheet

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

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