mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	11,313	11,211	-102	-0.9%	10,750
High	11,374	11,286	-88	-0.8%	11,374
Low	11,227	11,104	-123	-1.1%	10,692
Close	11,365	11,242	-123	-1.1%	11,365
Range	147	182	35	23.8%	682
ATR	192	197	5	2.6%	0
Volume	109	40	-69	-63.3%	173

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,757	11,681	11,342
R3	11,575	11,499	11,292
R2	11,393	11,393	11,275
R1	11,317	11,317	11,259	11,355
PP	11,211	11,211	11,211	11,230
S1	11,135	11,135	11,225	11,173
S2	11,029	11,029	11,209
S3	10,847	10,953	11,192
S4	10,665	10,771	11,142

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,190	12,959	11,740
R3	12,508	12,277	11,553
R2	11,826	11,826	11,490
R1	11,595	11,595	11,428	11,711
PP	11,144	11,144	11,144	11,201
S1	10,913	10,913	11,303	11,029
S2	10,462	10,462	11,240
S3	9,780	10,231	11,178
S4	9,098	9,549	10,990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,374	10,862	512	4.6%	202	1.8%	74%	False	False	42
10	11,374	10,692	682	6.1%	166	1.5%	81%	False	False	21
20	11,462	10,692	770	6.8%	83	0.7%	71%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,060
2.618	11,763
1.618	11,581
1.000	11,468
0.618	11,399
HIGH	11,286
0.618	11,217
0.500	11,195
0.382	11,174
LOW	11,104
0.618	10,992
1.000	10,922
1.618	10,810
2.618	10,628
4.250	10,331

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	11,226	11,237
PP	11,211	11,233
S1	11,195	11,228

Download as Excel Spreadsheet

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

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