mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	12,312	12,335	23	0.2%	12,352
High	12,352	12,463	111	0.9%	12,415
Low	12,252	12,327	75	0.6%	12,219
Close	12,337	12,390	53	0.4%	12,309
Range	100	136	36	36.0%	196
ATR	183	179	-3	-1.8%	0
Volume	78,455	76,133	-2,322	-3.0%	331,876

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,801	12,732	12,465
R3	12,665	12,596	12,428
R2	12,529	12,529	12,415
R1	12,460	12,460	12,403	12,495
PP	12,393	12,393	12,393	12,411
S1	12,324	12,324	12,378	12,359
S2	12,257	12,257	12,365
S3	12,121	12,188	12,353
S4	11,985	12,052	12,315

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,902	12,802	12,417
R3	12,706	12,606	12,363
R2	12,510	12,510	12,345
R1	12,410	12,410	12,327	12,362
PP	12,314	12,314	12,314	12,291
S1	12,214	12,214	12,291	12,166
S2	12,118	12,118	12,273
S3	11,922	12,018	12,255
S4	11,726	11,822	12,201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,463	12,219	244	2.0%	124	1.0%	70%	True	False	82,073
10	12,463	12,069	394	3.2%	124	1.0%	81%	True	False	65,869
20	12,463	11,661	802	6.5%	170	1.4%	91%	True	False	83,532
40	12,463	11,077	1,386	11.2%	196	1.6%	95%	True	False	46,696
60	12,463	11,077	1,386	11.2%	199	1.6%	95%	True	False	31,137
80	12,463	10,288	2,175	17.6%	215	1.7%	97%	True	False	23,363
100	12,463	10,288	2,175	17.6%	185	1.5%	97%	True	False	18,691

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,041
2.618	12,819
1.618	12,683
1.000	12,599
0.618	12,547
HIGH	12,463
0.618	12,411
0.500	12,395
0.382	12,379
LOW	12,327
0.618	12,243
1.000	12,191
1.618	12,107
2.618	11,971
4.250	11,749

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	12,395	12,379
PP	12,393	12,368
S1	12,392	12,358

Download as Excel Spreadsheet

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

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