mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 14-Dec-2011

Day Change Summary
	Previous	Current
	13-Dec-2011	14-Dec-2011	Change	Change %	Previous Week
Open	12,012	11,970	-42	-0.3%	12,035
High	12,144	12,015	-129	-1.1%	12,293
Low	11,900	11,789	-111	-0.9%	11,957
Close	11,964	11,833	-131	-1.1%	12,210
Range	244	226	-18	-7.4%	336
ATR	258	256	-2	-0.9%	0
Volume	32,181	22,195	-9,986	-31.0%	590,307

Daily Pivots for day following 14-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,557	12,421	11,957
R3	12,331	12,195	11,895
R2	12,105	12,105	11,875
R1	11,969	11,969	11,854	11,924
PP	11,879	11,879	11,879	11,857
S1	11,743	11,743	11,812	11,698
S2	11,653	11,653	11,792
S3	11,427	11,517	11,771
S4	11,201	11,291	11,709

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	11,789	504	4.3%	271	2.3%	9%	False	True	62,686
10	12,293	11,789	504	4.3%	222	1.9%	9%	False	True	89,877
20	12,293	11,128	1,165	9.8%	242	2.0%	61%	False	False	109,149
40	12,293	11,128	1,165	9.8%	251	2.1%	61%	False	False	118,628
60	12,293	10,328	1,965	16.6%	273	2.3%	77%	False	False	129,154
80	12,293	10,328	1,965	16.6%	273	2.3%	77%	False	False	110,700
100	12,526	10,328	2,198	18.6%	289	2.4%	68%	False	False	88,605
120	12,675	10,328	2,347	19.8%	267	2.3%	64%	False	False	73,850

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	12,976
2.618	12,607
1.618	12,381
1.000	12,241
0.618	12,155
HIGH	12,015
0.618	11,929
0.500	11,902
0.382	11,875
LOW	11,789
0.618	11,649
1.000	11,563
1.618	11,423
2.618	11,197
4.250	10,829

Fisher Pivots for day following 14-Dec-2011
Pivot	1 day	3 day
R1	11,902	12,005
PP	11,879	11,947
S1	11,856	11,890

Download as Excel Spreadsheet

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

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