mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	11,390	11,738	348	3.1%	11,461
High	11,667	11,787	120	1.0%	11,667
Low	11,390	11,642	252	2.2%	11,169
Close	11,683	11,752	69	0.6%	11,683
Range	277	145	-132	-47.7%	498
ATR	235	229	-6	-2.7%	0
Volume	3	8	5	166.7%	60

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,162	12,102	11,832
R3	12,017	11,957	11,792
R2	11,872	11,872	11,779
R1	11,812	11,812	11,765	11,842
PP	11,727	11,727	11,727	11,742
S1	11,667	11,667	11,739	11,697
S2	11,582	11,582	11,726
S3	11,437	11,522	11,712
S4	11,292	11,377	11,672

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,000	12,840	11,957
R3	12,502	12,342	11,820
R2	12,004	12,004	11,774
R1	11,844	11,844	11,729	11,924
PP	11,506	11,506	11,506	11,547
S1	11,346	11,346	11,637	11,426
S2	11,008	11,008	11,592
S3	10,510	10,848	11,546
S4	10,012	10,350	11,409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,787	11,169	618	5.3%	207	1.8%	94%	True	False	13
10	11,787	11,169	618	5.3%	196	1.7%	94%	True	False	21
20	11,787	10,288	1,499	12.8%	233	2.0%	98%	True	False	30
40	11,787	10,288	1,499	12.8%	204	1.7%	98%	True	False	25
60	12,106	10,288	1,818	15.5%	142	1.2%	81%	False	False	17

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

Fibonacci Retracements and Extensions
4.250	12,403
2.618	12,167
1.618	12,022
1.000	11,932
0.618	11,877
HIGH	11,787
0.618	11,732
0.500	11,715
0.382	11,698
LOW	11,642
0.618	11,553
1.000	11,497
1.618	11,408
2.618	11,263
4.250	11,026

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	11,740	11,680
PP	11,727	11,607
S1	11,715	11,535

Download as Excel Spreadsheet

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

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