mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	12,670	12,795	125	1.0%	12,473
High	12,765	12,795	30	0.2%	12,787
Low	12,670	12,762	92	0.7%	12,460
Close	12,760	12,772	12	0.1%	12,721
Range	95	33	-62	-65.3%	327
ATR	101	96	-5	-4.7%	0
Volume	18	9	-9	-50.0%	19

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,875	12,857	12,790
R3	12,842	12,824	12,781
R2	12,809	12,809	12,778
R1	12,791	12,791	12,775	12,784
PP	12,776	12,776	12,776	12,773
S1	12,758	12,758	12,769	12,751
S2	12,743	12,743	12,766
S3	12,710	12,725	12,763
S4	12,677	12,692	12,754

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	12,795	12,573	222	1.7%	75	0.6%	90%	True	False	10
10	12,795	12,460	335	2.6%	70	0.5%	93%	True	False	7
20	12,795	12,202	593	4.6%	85	0.7%	96%	True	False	10
40	12,795	11,639	1,156	9.1%	81	0.6%	98%	True	False	9

Crabel Price Patterns
NR	True
NR4	True
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	6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,935
2.618	12,882
1.618	12,849
1.000	12,828
0.618	12,816
HIGH	12,795
0.618	12,783
0.500	12,779
0.382	12,775
LOW	12,762
0.618	12,742
1.000	12,729
1.618	12,709
2.618	12,676
4.250	12,622

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	12,779	12,757
PP	12,776	12,741
S1	12,774	12,726

Download as Excel Spreadsheet

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

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