mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	11,980	11,972	-8	-0.1%	11,871
High	12,049	12,000	-49	-0.4%	12,066
Low	11,865	11,775	-90	-0.8%	11,617
Close	11,971	11,775	-196	-1.6%	12,043
Range	184	225	41	22.3%	449
ATR	235	234	-1	-0.3%	0
Volume	46	16	-30	-65.2%	127

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,525	12,375	11,899
R3	12,300	12,150	11,837
R2	12,075	12,075	11,816
R1	11,925	11,925	11,796	11,888
PP	11,850	11,850	11,850	11,831
S1	11,700	11,700	11,755	11,663
S2	11,625	11,625	11,734
S3	11,400	11,475	11,713
S4	11,175	11,250	11,651

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	12,119	11,617	502	4.3%	225	1.9%	31%	False	False	31
10	12,119	11,552	567	4.8%	238	2.0%	39%	False	False	26
20	12,150	11,283	867	7.4%	202	1.7%	57%	False	False	25
40	12,150	10,288	1,862	15.8%	233	2.0%	80%	False	False	29
60	12,150	10,288	1,862	15.8%	194	1.6%	80%	False	False	24

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 3 trading days

Fibonacci Retracements and Extensions
4.250	12,956
2.618	12,589
1.618	12,364
1.000	12,225
0.618	12,139
HIGH	12,000
0.618	11,914
0.500	11,888
0.382	11,861
LOW	11,775
0.618	11,636
1.000	11,550
1.618	11,411
2.618	11,186
4.250	10,819

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	11,888	11,947
PP	11,850	11,890
S1	11,813	11,832

Download as Excel Spreadsheet

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

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