mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	12,390	12,413	23	0.2%	12,312
High	12,465	12,440	-25	-0.2%	12,465
Low	12,323	12,248	-75	-0.6%	12,248
Close	12,413	12,390	-23	-0.2%	12,390
Range	142	192	50	35.2%	217
ATR	169	171	2	1.0%	0
Volume	82,979	97,528	14,549	17.5%	415,831

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,935	12,855	12,496
R3	12,743	12,663	12,443
R2	12,551	12,551	12,425
R1	12,471	12,471	12,408	12,415
PP	12,359	12,359	12,359	12,332
S1	12,279	12,279	12,373	12,223
S2	12,167	12,167	12,355
S3	11,975	12,087	12,337
S4	11,783	11,895	12,285

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,019	12,921	12,509
R3	12,802	12,704	12,450
R2	12,585	12,585	12,430
R1	12,487	12,487	12,410	12,536
PP	12,368	12,368	12,368	12,392
S1	12,270	12,270	12,370	12,319
S2	12,151	12,151	12,350
S3	11,934	12,053	12,330
S4	11,717	11,836	12,271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,465	12,248	217	1.8%	128	1.0%	65%	False	True	83,166
10	12,465	12,134	331	2.7%	123	1.0%	77%	False	False	78,457
20	12,465	11,661	804	6.5%	152	1.2%	91%	False	False	74,924
40	12,465	11,077	1,388	11.2%	189	1.5%	95%	False	False	53,224
60	12,465	11,077	1,388	11.2%	192	1.5%	95%	False	False	35,491
80	12,465	10,288	2,177	17.6%	213	1.7%	97%	False	False	26,627
100	12,465	10,288	2,177	17.6%	189	1.5%	97%	False	False	21,304

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	True
Bear Hook	False
Bull Hook	False
Stretch	34
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	13,256
2.618	12,943
1.618	12,751
1.000	12,632
0.618	12,559
HIGH	12,440
0.618	12,367
0.500	12,344
0.382	12,321
LOW	12,248
0.618	12,129
1.000	12,056
1.618	11,937
2.618	11,745
4.250	11,432

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	12,375	12,379
PP	12,359	12,368
S1	12,344	12,357

Download as Excel Spreadsheet

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

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