mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	11,416	11,300	-116	-1.0%	11,086
High	11,490	11,424	-66	-0.6%	11,500
Low	11,350	11,283	-67	-0.6%	11,086
Close	11,369	11,397	28	0.2%	11,491
Range	140	141	1	0.7%	414
ATR	239	232	-7	-2.9%	0
Volume	6	42	36	600.0%	173

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,791	11,735	11,475
R3	11,650	11,594	11,436
R2	11,509	11,509	11,423
R1	11,453	11,453	11,410	11,481
PP	11,368	11,368	11,368	11,382
S1	11,312	11,312	11,384	11,340
S2	11,227	11,227	11,371
S3	11,086	11,171	11,358
S4	10,945	11,030	11,320

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%	220	1.9%	59%	False	False	13
10	11,558	10,920	638	5.6%	187	1.6%	75%	False	False	25
20	11,558	10,288	1,270	11.1%	246	2.2%	87%	False	False	34
40	11,558	10,288	1,270	11.1%	193	1.7%	87%	False	False	25

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,023
2.618	11,793
1.618	11,652
1.000	11,565
0.618	11,511
HIGH	11,424
0.618	11,370
0.500	11,354
0.382	11,337
LOW	11,283
0.618	11,196
1.000	11,142
1.618	11,055
2.618	10,914
4.250	10,684

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	11,383	11,376
PP	11,368	11,355
S1	11,354	11,334

Download as Excel Spreadsheet

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

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