mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	11,700	11,552	-148	-1.3%	11,738
High	11,745	11,934	189	1.6%	12,150
Low	11,651	11,552	-99	-0.8%	11,588
Close	11,697	11,905	208	1.8%	12,097
Range	94	382	288	306.4%	562
ATR	227	238	11	4.9%	0
Volume	14	5	-9	-64.3%	139

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,943	12,806	12,115
R3	12,561	12,424	12,010
R2	12,179	12,179	11,975
R1	12,042	12,042	11,940	12,111
PP	11,797	11,797	11,797	11,831
S1	11,660	11,660	11,870	11,729
S2	11,415	11,415	11,835
S3	11,033	11,278	11,800
S4	10,651	10,896	11,695

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	12,104	11,498	606	5.1%	183	1.5%	67%	False	False	22
10	12,150	11,390	760	6.4%	190	1.6%	68%	False	False	20
20	12,150	10,920	1,230	10.3%	189	1.6%	80%	False	False	22
40	12,150	10,288	1,862	15.6%	237	2.0%	87%	False	False	29
60	12,150	10,288	1,862	15.6%	160	1.3%	87%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	13,558
2.618	12,934
1.618	12,552
1.000	12,316
0.618	12,170
HIGH	11,934
0.618	11,788
0.500	11,743
0.382	11,698
LOW	11,552
0.618	11,316
1.000	11,170
1.618	10,934
2.618	10,552
4.250	9,929

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	11,851	11,842
PP	11,797	11,779
S1	11,743	11,716

Download as Excel Spreadsheet

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

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