mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	12,908	12,922	14	0.1%	12,960
High	12,965	12,971	6	0.0%	12,975
Low	12,884	12,881	-3	0.0%	12,721
Close	12,931	12,966	35	0.3%	12,931
Range	81	90	9	11.1%	254
ATR	128	125	-3	-2.1%	0
Volume	56,879	48,530	-8,349	-14.7%	532,078

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,209	13,178	13,016
R3	13,119	13,088	12,991
R2	13,029	13,029	12,983
R1	12,998	12,998	12,974	13,014
PP	12,939	12,939	12,939	12,947
S1	12,908	12,908	12,958	12,924
S2	12,849	12,849	12,950
S3	12,759	12,818	12,941
S4	12,669	12,728	12,917

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,638	13,538	13,071
R3	13,384	13,284	13,001
R2	13,130	13,130	12,978
R1	13,030	13,030	12,954	12,953
PP	12,876	12,876	12,876	12,837
S1	12,776	12,776	12,908	12,699
S2	12,622	12,622	12,885
S3	12,368	12,522	12,861
S4	12,114	12,268	12,791

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,973	12,721	252	1.9%	132	1.0%	97%	False	False	94,339
10	13,042	12,721	321	2.5%	120	0.9%	76%	False	False	104,610
20	13,042	12,700	342	2.6%	122	0.9%	78%	False	False	107,721
40	13,042	12,248	794	6.1%	129	1.0%	90%	False	False	98,321
60	13,042	11,661	1,381	10.7%	138	1.1%	94%	False	False	91,379
80	13,042	11,077	1,965	15.2%	159	1.2%	96%	False	False	74,554
100	13,042	11,077	1,965	15.2%	168	1.3%	96%	False	False	59,648
120	13,042	10,288	2,754	21.2%	186	1.4%	97%	False	False	49,712

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,354
2.618	13,207
1.618	13,117
1.000	13,061
0.618	13,027
HIGH	12,971
0.618	12,937
0.500	12,926
0.382	12,916
LOW	12,881
0.618	12,826
1.000	12,791
1.618	12,736
2.618	12,646
4.250	12,499

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	12,953	12,943
PP	12,939	12,920
S1	12,926	12,897

Download as Excel Spreadsheet

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

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