mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	11,211	11,201	-10	-0.1%	10,750
High	11,286	11,391	105	0.9%	11,374
Low	11,104	11,149	45	0.4%	10,692
Close	11,242	11,258	16	0.1%	11,365
Range	182	242	60	33.0%	682
ATR	197	200	3	1.6%	0
Volume	40	18	-22	-55.0%	173

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,992	11,867	11,391
R3	11,750	11,625	11,325
R2	11,508	11,508	11,302
R1	11,383	11,383	11,280	11,446
PP	11,266	11,266	11,266	11,297
S1	11,141	11,141	11,236	11,204
S2	11,024	11,024	11,214
S3	10,782	10,899	11,192
S4	10,540	10,657	11,125

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	11,391	10,862	529	4.7%	226	2.0%	75%	True	False	45
10	11,391	10,692	699	6.2%	190	1.7%	81%	True	False	23
20	11,462	10,692	770	6.8%	95	0.8%	74%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	56
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,420
2.618	12,025
1.618	11,783
1.000	11,633
0.618	11,541
HIGH	11,391
0.618	11,299
0.500	11,270
0.382	11,242
LOW	11,149
0.618	11,000
1.000	10,907
1.618	10,758
2.618	10,516
4.250	10,121

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	11,270	11,255
PP	11,266	11,251
S1	11,262	11,248

Download as Excel Spreadsheet

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

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