mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	11,934	12,129	195	1.6%	11,980
High	12,150	12,153	3	0.0%	12,226
Low	11,890	11,864	-26	-0.2%	11,890
Close	12,143	11,943	-200	-1.6%	12,143
Range	260	289	29	11.2%	336
ATR	237	240	4	1.6%	0
Volume	131,226	134,117	2,891	2.2%	194,799

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,854	12,687	12,102
R3	12,565	12,398	12,023
R2	12,276	12,276	11,996
R1	12,109	12,109	11,970	12,048
PP	11,987	11,987	11,987	11,956
S1	11,820	11,820	11,917	11,759
S2	11,698	11,698	11,890
S3	11,409	11,531	11,864
S4	11,120	11,242	11,784

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,094	12,955	12,328
R3	12,758	12,619	12,236
R2	12,422	12,422	12,205
R1	12,283	12,283	12,174	12,353
PP	12,086	12,086	12,086	12,121
S1	11,947	11,947	12,112	12,017
S2	11,750	11,750	12,082
S3	11,414	11,611	12,051
S4	11,078	11,275	11,958

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,226	11,864	362	3.0%	254	2.1%	22%	False	True	65,554
10	12,226	11,387	839	7.0%	244	2.0%	66%	False	False	32,998
20	12,226	11,077	1,149	9.6%	221	1.8%	75%	False	False	16,563
40	12,226	11,077	1,149	9.6%	215	1.8%	75%	False	False	8,292
60	12,226	10,288	1,938	16.2%	233	1.9%	85%	False	False	5,541
80	12,226	10,288	1,938	16.2%	193	1.6%	85%	False	False	4,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,381
2.618	12,910
1.618	12,621
1.000	12,442
0.618	12,332
HIGH	12,153
0.618	12,043
0.500	12,009
0.382	11,975
LOW	11,864
0.618	11,686
1.000	11,575
1.618	11,397
2.618	11,108
4.250	10,636

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	12,009	12,045
PP	11,987	12,011
S1	11,965	11,977

Download as Excel Spreadsheet

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

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