mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	12,040	11,550	-490	-4.1%	11,738
High	12,040	11,640	-400	-3.3%	12,150
Low	11,837	11,498	-339	-2.9%	11,588
Close	11,826	11,611	-215	-1.8%	12,097
Range	203	142	-61	-30.0%	562
ATR	227	234	7	3.2%	0
Volume	39	4	-35	-89.7%	139

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,009	11,952	11,689
R3	11,867	11,810	11,650
R2	11,725	11,725	11,637
R1	11,668	11,668	11,624	11,697
PP	11,583	11,583	11,583	11,597
S1	11,526	11,526	11,598	11,555
S2	11,441	11,441	11,585
S3	11,299	11,384	11,572
S4	11,157	11,242	11,533

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,631	13,426	12,406
R3	13,069	12,864	12,252
R2	12,507	12,507	12,200
R1	12,302	12,302	12,149	12,405
PP	11,945	11,945	11,945	11,996
S1	11,740	11,740	12,046	11,843
S2	11,383	11,383	11,994
S3	10,821	11,178	11,943
S4	10,259	10,616	11,788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,150	11,498	652	5.6%	162	1.4%	17%	False	True	29
10	12,150	11,283	867	7.5%	170	1.5%	38%	False	False	23
20	12,150	10,562	1,588	13.7%	188	1.6%	66%	False	False	24
40	12,150	10,288	1,862	16.0%	229	2.0%	71%	False	False	29
60	12,150	10,288	1,862	16.0%	152	1.3%	71%	False	False	19

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	39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,244
2.618	12,012
1.618	11,870
1.000	11,782
0.618	11,728
HIGH	11,640
0.618	11,586
0.500	11,569
0.382	11,552
LOW	11,498
0.618	11,410
1.000	11,356
1.618	11,268
2.618	11,126
4.250	10,895

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	11,597	11,801
PP	11,583	11,738
S1	11,569	11,674

Download as Excel Spreadsheet

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

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