mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	11,338	11,500	162	1.4%	11,086
High	11,374	11,500	126	1.1%	11,500
Low	11,260	11,308	48	0.4%	11,086
Close	11,317	11,491	174	1.5%	11,491
Range	114	192	78	68.4%	414
ATR	239	235	-3	-1.4%	0
Volume	19	9	-10	-52.6%	173

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,009	11,942	11,597
R3	11,817	11,750	11,544
R2	11,625	11,625	11,526
R1	11,558	11,558	11,509	11,496
PP	11,433	11,433	11,433	11,402
S1	11,366	11,366	11,474	11,304
S2	11,241	11,241	11,456
S3	11,049	11,174	11,438
S4	10,857	10,982	11,386

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,601	12,460	11,719
R3	12,187	12,046	11,605
R2	11,773	11,773	11,567
R1	11,632	11,632	11,529	11,703
PP	11,359	11,359	11,359	11,394
S1	11,218	11,218	11,453	11,289
S2	10,945	10,945	11,415
S3	10,531	10,804	11,377
S4	10,117	10,390	11,263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,500	11,086	414	3.6%	162	1.4%	98%	True	False	34
10	11,500	10,288	1,212	10.5%	213	1.9%	99%	True	False	29
20	11,500	10,288	1,212	10.5%	267	2.3%	99%	True	False	37
40	11,500	10,288	1,212	10.5%	170	1.5%	99%	True	False	23

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,316
2.618	12,003
1.618	11,811
1.000	11,692
0.618	11,619
HIGH	11,500
0.618	11,427
0.500	11,404
0.382	11,381
LOW	11,308
0.618	11,189
1.000	11,116
1.618	10,997
2.618	10,805
4.250	10,492

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	11,462	11,444
PP	11,433	11,398
S1	11,404	11,351

Download as Excel Spreadsheet

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

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