mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	11,500	11,461	-39	-0.3%	11,086
High	11,500	11,558	58	0.5%	11,500
Low	11,308	11,260	-48	-0.4%	11,086
Close	11,491	11,226	-265	-2.3%	11,491
Range	192	298	106	55.2%	414
ATR	235	240	4	1.9%	0
Volume	9	1	-8	-88.9%	173

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,242	12,032	11,390
R3	11,944	11,734	11,308
R2	11,646	11,646	11,281
R1	11,436	11,436	11,253	11,392
PP	11,348	11,348	11,348	11,326
S1	11,138	11,138	11,199	11,094
S2	11,050	11,050	11,171
S3	10,752	10,840	11,144
S4	10,454	10,542	11,062

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	11,558	11,202	356	3.2%	185	1.6%	7%	True	False	29
10	11,558	10,288	1,270	11.3%	209	1.9%	74%	True	False	26
20	11,558	10,288	1,270	11.3%	273	2.4%	74%	True	False	35
40	11,558	10,288	1,270	11.3%	178	1.6%	74%	True	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	12,825
2.618	12,338
1.618	12,040
1.000	11,856
0.618	11,742
HIGH	11,558
0.618	11,444
0.500	11,409
0.382	11,374
LOW	11,260
0.618	11,076
1.000	10,962
1.618	10,778
2.618	10,480
4.250	9,994

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	11,409	11,409
PP	11,348	11,348
S1	11,287	11,287

Download as Excel Spreadsheet

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

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