mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	10,940	10,870	-70	-0.6%	10,690
High	11,113	11,021	-92	-0.8%	11,187
Low	10,834	10,717	-117	-1.1%	10,478
Close	11,019	10,762	-257	-2.3%	10,762
Range	279	304	25	9.0%	709
ATR	259	263	3	1.2%	0
Volume	101	64	-37	-36.6%	307

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,745	11,558	10,929
R3	11,441	11,254	10,846
R2	11,137	11,137	10,818
R1	10,950	10,950	10,790	10,892
PP	10,833	10,833	10,833	10,804
S1	10,646	10,646	10,734	10,588
S2	10,529	10,529	10,706
S3	10,225	10,342	10,679
S4	9,921	10,038	10,595

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,936	12,558	11,152
R3	12,227	11,849	10,957
R2	11,518	11,518	10,892
R1	11,140	11,140	10,827	11,329
PP	10,809	10,809	10,809	10,904
S1	10,431	10,431	10,697	10,620
S2	10,100	10,100	10,632
S3	9,391	9,722	10,567
S4	8,682	9,013	10,372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,187	10,478	709	6.6%	319	3.0%	40%	False	False	61
10	11,391	10,397	994	9.2%	321	3.0%	37%	False	False	46
20	11,391	10,397	994	9.2%	234	2.2%	37%	False	False	32
40	11,462	10,397	1,065	9.9%	117	1.1%	34%	False	False	16

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	90
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,313
2.618	11,817
1.618	11,513
1.000	11,325
0.618	11,209
HIGH	11,021
0.618	10,905
0.500	10,869
0.382	10,833
LOW	10,717
0.618	10,529
1.000	10,413
1.618	10,225
2.618	9,921
4.250	9,425

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	10,869	10,927
PP	10,833	10,872
S1	10,798	10,817

Download as Excel Spreadsheet

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

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