mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	12,723	12,808	85	0.7%	12,785
High	12,788	12,817	29	0.2%	12,828
Low	12,723	12,770	47	0.4%	12,609
Close	12,778	12,797	19	0.1%	12,797
Range	65	47	-18	-27.7%	219
ATR	74	72	-2	-2.6%	0
Volume	8	2	-6	-75.0%	31

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,936	12,913	12,823
R3	12,889	12,866	12,810
R2	12,842	12,842	12,806
R1	12,819	12,819	12,801	12,807
PP	12,795	12,795	12,795	12,789
S1	12,772	12,772	12,793	12,760
S2	12,748	12,748	12,789
S3	12,701	12,725	12,784
S4	12,654	12,678	12,771

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,402	13,318	12,918
R3	13,183	13,099	12,857
R2	12,964	12,964	12,837
R1	12,880	12,880	12,817	12,922
PP	12,745	12,745	12,745	12,766
S1	12,661	12,661	12,777	12,703
S2	12,526	12,526	12,757
S3	12,307	12,442	12,737
S4	12,088	12,223	12,677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,828	12,609	219	1.7%	62	0.5%	86%	False	False	6
10	12,929	12,609	320	2.5%	58	0.5%	59%	False	False	4
20	12,929	12,609	320	2.5%	43	0.3%	59%	False	False	3
40	12,929	12,257	672	5.3%	25	0.2%	80%	False	False	2

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	5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,017
2.618	12,940
1.618	12,893
1.000	12,864
0.618	12,846
HIGH	12,817
0.618	12,799
0.500	12,794
0.382	12,788
LOW	12,770
0.618	12,741
1.000	12,723
1.618	12,694
2.618	12,647
4.250	12,570

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	12,796	12,769
PP	12,795	12,742
S1	12,794	12,714

Download as Excel Spreadsheet

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

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