mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	11,972	11,745	-227	-1.9%	11,871
High	12,000	11,803	-197	-1.6%	12,066
Low	11,775	11,592	-183	-1.6%	11,617
Close	11,775	11,669	-106	-0.9%	12,043
Range	225	211	-14	-6.2%	449
ATR	234	232	-2	-0.7%	0
Volume	16	51	35	218.8%	127

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,321	12,206	11,785
R3	12,110	11,995	11,727
R2	11,899	11,899	11,708
R1	11,784	11,784	11,688	11,736
PP	11,688	11,688	11,688	11,664
S1	11,573	11,573	11,650	11,525
S2	11,477	11,477	11,630
S3	11,266	11,362	11,611
S4	11,055	11,151	11,553

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	11,592	527	4.5%	222	1.9%	15%	False	True	31
10	12,119	11,592	527	4.5%	221	1.9%	15%	False	True	30
20	12,150	11,390	760	6.5%	205	1.8%	37%	False	False	25
40	12,150	10,288	1,862	16.0%	226	1.9%	74%	False	False	30
60	12,150	10,288	1,862	16.0%	197	1.7%	74%	False	False	25

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	49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,700
2.618	12,356
1.618	12,145
1.000	12,014
0.618	11,934
HIGH	11,803
0.618	11,723
0.500	11,698
0.382	11,673
LOW	11,592
0.618	11,462
1.000	11,381
1.618	11,251
2.618	11,040
4.250	10,695

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	11,698	11,821
PP	11,688	11,770
S1	11,679	11,720

Download as Excel Spreadsheet

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

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