mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	11,775	11,973	198	1.7%	11,871
High	11,841	12,066	225	1.9%	12,066
Low	11,617	11,771	154	1.3%	11,617
Close	11,785	12,043	258	2.2%	12,043
Range	224	295	71	31.7%	449
ATR	238	242	4	1.7%	0
Volume	50	33	-17	-34.0%	127

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,845	12,739	12,205
R3	12,550	12,444	12,124
R2	12,255	12,255	12,097
R1	12,149	12,149	12,070	12,202
PP	11,960	11,960	11,960	11,987
S1	11,854	11,854	12,016	11,907
S2	11,665	11,665	11,989
S3	11,370	11,559	11,962
S4	11,075	11,264	11,881

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,256	13,098	12,290
R3	12,807	12,649	12,167
R2	12,358	12,358	12,125
R1	12,200	12,200	12,084	12,279
PP	11,909	11,909	11,909	11,948
S1	11,751	11,751	12,002	11,830
S2	11,460	11,460	11,961
S3	11,011	11,302	11,920
S4	10,562	10,853	11,796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,066	11,617	449	3.7%	242	2.0%	95%	True	False	25
10	12,066	11,498	568	4.7%	221	1.8%	96%	True	False	24
20	12,150	11,169	981	8.1%	210	1.7%	89%	False	False	22
40	12,150	10,288	1,862	15.5%	238	2.0%	94%	False	False	30
60	12,150	10,288	1,862	15.5%	184	1.5%	94%	False	False	23

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,320
2.618	12,838
1.618	12,543
1.000	12,361
0.618	12,248
HIGH	12,066
0.618	11,953
0.500	11,919
0.382	11,884
LOW	11,771
0.618	11,589
1.000	11,476
1.618	11,294
2.618	10,999
4.250	10,517

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	12,002	11,976
PP	11,960	11,909
S1	11,919	11,842

Download as Excel Spreadsheet

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

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