mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	11,738	11,700	-38	-0.3%	11,461
High	11,787	11,781	-6	-0.1%	11,667
Low	11,642	11,589	-53	-0.5%	11,169
Close	11,752	11,591	-161	-1.4%	11,683
Range	145	192	47	32.4%	498
ATR	229	226	-3	-1.1%	0
Volume	8	29	21	262.5%	60

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,230	12,102	11,697
R3	12,038	11,910	11,644
R2	11,846	11,846	11,626
R1	11,718	11,718	11,609	11,686
PP	11,654	11,654	11,654	11,638
S1	11,526	11,526	11,574	11,494
S2	11,462	11,462	11,556
S3	11,270	11,334	11,538
S4	11,078	11,142	11,486

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	11,283	504	4.3%	179	1.5%	61%	False	False	17
10	11,787	11,169	618	5.3%	209	1.8%	68%	False	False	21
20	11,787	10,288	1,499	12.9%	226	1.9%	87%	False	False	30
40	11,787	10,288	1,499	12.9%	208	1.8%	87%	False	False	25
60	11,787	10,288	1,499	12.9%	142	1.2%	87%	False	False	17

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	False
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,597
2.618	12,284
1.618	12,092
1.000	11,973
0.618	11,900
HIGH	11,781
0.618	11,708
0.500	11,685
0.382	11,662
LOW	11,589
0.618	11,470
1.000	11,397
1.618	11,278
2.618	11,086
4.250	10,773

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	11,685	11,590
PP	11,654	11,589
S1	11,622	11,589

Download as Excel Spreadsheet

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

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