mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	11,990	11,775	-215	-1.8%	12,040
High	11,990	11,841	-149	-1.2%	12,040
Low	11,632	11,617	-15	-0.1%	11,498
Close	11,663	11,785	122	1.0%	11,871
Range	358	224	-134	-37.4%	542
ATR	239	238	-1	-0.4%	0
Volume	19	50	31	163.2%	118

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,420	12,326	11,908
R3	12,196	12,102	11,847
R2	11,972	11,972	11,826
R1	11,878	11,878	11,806	11,925
PP	11,748	11,748	11,748	11,771
S1	11,654	11,654	11,765	11,701
S2	11,524	11,524	11,744
S3	11,300	11,430	11,724
S4	11,076	11,206	11,662

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	11,617	443	3.8%	219	1.9%	38%	False	True	30
10	12,104	11,498	606	5.1%	201	1.7%	47%	False	False	26
20	12,150	11,169	981	8.3%	205	1.7%	63%	False	False	21
40	12,150	10,288	1,862	15.8%	235	2.0%	80%	False	False	31
60	12,150	10,288	1,862	15.8%	179	1.5%	80%	False	False	22

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	36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,793
2.618	12,428
1.618	12,204
1.000	12,065
0.618	11,980
HIGH	11,841
0.618	11,756
0.500	11,729
0.382	11,703
LOW	11,617
0.618	11,479
1.000	11,393
1.618	11,255
2.618	11,031
4.250	10,665

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	11,766	11,839
PP	11,748	11,821
S1	11,729	11,803

Download as Excel Spreadsheet

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

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