mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	11,200	11,416	216	1.9%	11,086
High	11,499	11,490	-9	-0.1%	11,500
Low	11,169	11,350	181	1.6%	11,086
Close	11,451	11,369	-82	-0.7%	11,491
Range	330	140	-190	-57.6%	414
ATR	246	239	-8	-3.1%	0
Volume	8	6	-2	-25.0%	173

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,823	11,736	11,446
R3	11,683	11,596	11,408
R2	11,543	11,543	11,395
R1	11,456	11,456	11,382	11,430
PP	11,403	11,403	11,403	11,390
S1	11,316	11,316	11,356	11,290
S2	11,263	11,263	11,343
S3	11,123	11,176	11,331
S4	10,983	11,036	11,292

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%	215	1.9%	51%	False	False	8
10	11,558	10,740	818	7.2%	197	1.7%	77%	False	False	25
20	11,558	10,288	1,270	11.2%	265	2.3%	85%	False	False	34
40	11,558	10,288	1,270	11.2%	189	1.7%	85%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	40
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,085
2.618	11,857
1.618	11,717
1.000	11,630
0.618	11,577
HIGH	11,490
0.618	11,437
0.500	11,420
0.382	11,404
LOW	11,350
0.618	11,264
1.000	11,210
1.618	11,124
2.618	10,984
4.250	10,755

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	11,420	11,367
PP	11,403	11,365
S1	11,386	11,364

Download as Excel Spreadsheet

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

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