mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	11,963	11,990	27	0.2%	12,040
High	12,060	11,990	-70	-0.6%	12,040
Low	11,910	11,632	-278	-2.3%	11,498
Close	12,053	11,663	-390	-3.2%	11,871
Range	150	358	208	138.7%	542
ATR	225	239	14	6.2%	0
Volume	9	19	10	111.1%	118

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,836	12,607	11,860
R3	12,478	12,249	11,762
R2	12,120	12,120	11,729
R1	11,891	11,891	11,696	11,827
PP	11,762	11,762	11,762	11,729
S1	11,533	11,533	11,630	11,469
S2	11,404	11,404	11,597
S3	11,046	11,175	11,565
S4	10,688	10,817	11,466

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,429	13,192	12,169
R3	12,887	12,650	12,020
R2	12,345	12,345	11,970
R1	12,108	12,108	11,921	11,956
PP	11,803	11,803	11,803	11,727
S1	11,566	11,566	11,821	11,414
S2	11,261	11,261	11,772
S3	10,719	11,024	11,722
S4	10,177	10,482	11,573

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,060	11,552	508	4.4%	251	2.2%	22%	False	False	21
10	12,150	11,498	652	5.6%	201	1.7%	25%	False	False	23
20	12,150	11,169	981	8.4%	199	1.7%	50%	False	False	19
40	12,150	10,288	1,862	16.0%	234	2.0%	74%	False	False	31
60	12,150	10,288	1,862	16.0%	175	1.5%	74%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,512
2.618	12,927
1.618	12,569
1.000	12,348
0.618	12,211
HIGH	11,990
0.618	11,853
0.500	11,811
0.382	11,769
LOW	11,632
0.618	11,411
1.000	11,274
1.618	11,053
2.618	10,695
4.250	10,111

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	11,811	11,846
PP	11,762	11,785
S1	11,712	11,724

Download as Excel Spreadsheet

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

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