mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	12,573	12,631	58	0.5%	12,473
High	12,596	12,787	191	1.5%	12,787
Low	12,573	12,631	58	0.5%	12,460
Close	12,596	12,721	125	1.0%	12,721
Range	23	156	133	578.3%	327
ATR	98	104	7	6.8%	0
Volume	4	1	-3	-75.0%	19

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,181	13,107	12,807
R3	13,025	12,951	12,764
R2	12,869	12,869	12,750
R1	12,795	12,795	12,735	12,832
PP	12,713	12,713	12,713	12,732
S1	12,639	12,639	12,707	12,676
S2	12,557	12,557	12,693
S3	12,401	12,483	12,678
S4	12,245	12,327	12,635

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,637	13,506	12,901
R3	13,310	13,179	12,811
R2	12,983	12,983	12,781
R1	12,852	12,852	12,751	12,918
PP	12,656	12,656	12,656	12,689
S1	12,525	12,525	12,691	12,591
S2	12,329	12,329	12,661
S3	12,002	12,198	12,631
S4	11,675	11,871	12,541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,787	12,460	327	2.6%	81	0.6%	80%	True	False	3
10	12,787	12,460	327	2.6%	71	0.6%	80%	True	False	6
20	12,787	12,202	585	4.6%	83	0.7%	89%	True	False	9
40	12,787	11,639	1,148	9.0%	91	0.7%	94%	True	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	13,450
2.618	13,196
1.618	13,040
1.000	12,943
0.618	12,884
HIGH	12,787
0.618	12,728
0.500	12,709
0.382	12,691
LOW	12,631
0.618	12,535
1.000	12,475
1.618	12,379
2.618	12,223
4.250	11,968

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	12,717	12,707
PP	12,713	12,694
S1	12,709	12,680

Download as Excel Spreadsheet

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

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