mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	10,880	10,950	70	0.6%	10,685
High	10,977	11,075	98	0.9%	11,075
Low	10,740	10,920	180	1.7%	10,288
Close	10,970	10,990	20	0.2%	10,990
Range	237	155	-82	-34.6%	787
ATR	269	261	-8	-3.0%	0
Volume	48	20	-28	-58.3%	120

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,460	11,380	11,075
R3	11,305	11,225	11,033
R2	11,150	11,150	11,019
R1	11,070	11,070	11,004	11,110
PP	10,995	10,995	10,995	11,015
S1	10,915	10,915	10,976	10,955
S2	10,840	10,840	10,962
S3	10,685	10,760	10,948
S4	10,530	10,605	10,905

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,145	12,855	11,423
R3	12,358	12,068	11,207
R2	11,571	11,571	11,134
R1	11,281	11,281	11,062	11,426
PP	10,784	10,784	10,784	10,857
S1	10,494	10,494	10,918	10,639
S2	9,997	9,997	10,846
S3	9,210	9,707	10,774
S4	8,423	8,920	10,557

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,075	10,288	787	7.2%	264	2.4%	89%	True	False	24
10	11,187	10,288	899	8.2%	291	2.7%	78%	False	False	42
20	11,391	10,288	1,103	10.0%	276	2.5%	64%	False	False	37
40	11,462	10,288	1,174	10.7%	150	1.4%	60%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	96
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	11,734
2.618	11,481
1.618	11,326
1.000	11,230
0.618	11,171
HIGH	11,075
0.618	11,016
0.500	10,998
0.382	10,979
LOW	10,920
0.618	10,824
1.000	10,765
1.618	10,669
2.618	10,514
4.250	10,261

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	10,998	10,933
PP	10,995	10,876
S1	10,993	10,819

Download as Excel Spreadsheet

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

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