mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	10,870	10,685	-185	-1.7%	10,690
High	11,021	10,803	-218	-2.0%	11,187
Low	10,717	10,465	-252	-2.4%	10,478
Close	10,762	10,452	-310	-2.9%	10,762
Range	304	338	34	11.2%	709
ATR	263	268	5	2.1%	0
Volume	64	28	-36	-56.3%	307

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,587	11,358	10,638
R3	11,249	11,020	10,545
R2	10,911	10,911	10,514
R1	10,682	10,682	10,483	10,628
PP	10,573	10,573	10,573	10,546
S1	10,344	10,344	10,421	10,290
S2	10,235	10,235	10,390
S3	9,897	10,006	10,359
S4	9,559	9,668	10,266

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	10,465	722	6.9%	307	2.9%	-2%	False	True	56
10	11,391	10,397	994	9.5%	336	3.2%	6%	False	False	45
20	11,391	10,397	994	9.5%	251	2.4%	6%	False	False	33
40	11,462	10,397	1,065	10.2%	126	1.2%	5%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	95
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	12,240
2.618	11,688
1.618	11,350
1.000	11,141
0.618	11,012
HIGH	10,803
0.618	10,674
0.500	10,634
0.382	10,594
LOW	10,465
0.618	10,256
1.000	10,127
1.618	9,918
2.618	9,580
4.250	9,029

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	10,634	10,789
PP	10,573	10,677
S1	10,513	10,564

Download as Excel Spreadsheet

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

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