mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	11,461	11,200	-261	-2.3%	11,086
High	11,558	11,499	-59	-0.5%	11,500
Low	11,260	11,169	-91	-0.8%	11,086
Close	11,226	11,451	225	2.0%	11,491
Range	298	330	32	10.7%	414
ATR	240	246	6	2.7%	0
Volume	1	8	7	700.0%	173

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,363	12,237	11,633
R3	12,033	11,907	11,542
R2	11,703	11,703	11,512
R1	11,577	11,577	11,481	11,640
PP	11,373	11,373	11,373	11,405
S1	11,247	11,247	11,421	11,310
S2	11,043	11,043	11,391
S3	10,713	10,917	11,360
S4	10,383	10,587	11,270

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	11,169	389	3.4%	239	2.1%	72%	False	True	25
10	11,558	10,562	996	8.7%	205	1.8%	89%	False	False	26
20	11,558	10,288	1,270	11.1%	277	2.4%	92%	False	False	35
40	11,558	10,288	1,270	11.1%	186	1.6%	92%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	12,902
2.618	12,363
1.618	12,033
1.000	11,829
0.618	11,703
HIGH	11,499
0.618	11,373
0.500	11,334
0.382	11,295
LOW	11,169
0.618	10,965
1.000	10,839
1.618	10,635
2.618	10,305
4.250	9,767

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	11,412	11,422
PP	11,373	11,393
S1	11,334	11,364

Download as Excel Spreadsheet

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

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