mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	12,609	12,579	-30	-0.2%	12,633
High	12,683	12,735	52	0.4%	12,786
Low	12,511	12,550	39	0.3%	12,522
Close	12,577	12,653	76	0.6%	12,614
Range	172	185	13	7.6%	264
ATR	156	158	2	1.3%	0
Volume	97,231	100,929	3,698	3.8%	466,818

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,201	13,112	12,755
R3	13,016	12,927	12,704
R2	12,831	12,831	12,687
R1	12,742	12,742	12,670	12,787
PP	12,646	12,646	12,646	12,668
S1	12,557	12,557	12,636	12,602
S2	12,461	12,461	12,619
S3	12,276	12,372	12,602
S4	12,091	12,187	12,551

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,433	13,287	12,759
R3	13,169	13,023	12,687
R2	12,905	12,905	12,663
R1	12,759	12,759	12,638	12,700
PP	12,641	12,641	12,641	12,611
S1	12,495	12,495	12,590	12,436
S2	12,377	12,377	12,566
S3	12,113	12,231	12,542
S4	11,849	11,967	12,469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,786	12,476	310	2.5%	162	1.3%	57%	False	False	98,422
10	12,786	12,476	310	2.5%	142	1.1%	57%	False	False	89,779
20	12,786	12,219	567	4.5%	138	1.1%	77%	False	False	87,752
40	12,786	11,661	1,125	8.9%	167	1.3%	88%	False	False	80,253
60	12,786	11,077	1,709	13.5%	185	1.5%	92%	False	False	53,544
80	12,786	10,920	1,866	14.7%	186	1.5%	93%	False	False	40,164
100	12,786	10,288	2,498	19.7%	205	1.6%	95%	False	False	32,138
120	12,786	10,288	2,498	19.7%	172	1.4%	95%	False	False	26,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,521
2.618	13,219
1.618	13,034
1.000	12,920
0.618	12,849
HIGH	12,735
0.618	12,664
0.500	12,643
0.382	12,621
LOW	12,550
0.618	12,436
1.000	12,365
1.618	12,251
2.618	12,066
4.250	11,764

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	12,650	12,637
PP	12,646	12,621
S1	12,643	12,606

Download as Excel Spreadsheet

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

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