mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	11,730	11,738	8	0.1%	11,876
High	11,730	11,828	98	0.8%	11,970
Low	11,714	11,639	-75	-0.6%	11,659
Close	11,714	11,639	-75	-0.6%	11,714
Range	16	189	173	1,081.3%	311
ATR
Volume	6	2	-4	-66.7%	23

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,269	12,143	11,743
R3	12,080	11,954	11,691
R2	11,891	11,891	11,674
R1	11,765	11,765	11,656	11,734
PP	11,702	11,702	11,702	11,686
S1	11,576	11,576	11,622	11,545
S2	11,513	11,513	11,604
S3	11,324	11,387	11,587
S4	11,135	11,198	11,535

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,714	12,525	11,885
R3	12,403	12,214	11,800
R2	12,092	12,092	11,771
R1	11,903	11,903	11,743	11,842
PP	11,781	11,781	11,781	11,751
S1	11,592	11,592	11,686	11,531
S2	11,470	11,470	11,657
S3	11,159	11,281	11,629
S4	10,848	10,970	11,543

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,970	11,639	331	2.8%	92	0.8%	0%	False	True	4
10	12,124	11,639	485	4.2%	111	1.0%	0%	False	True	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,631
2.618	12,323
1.618	12,134
1.000	12,017
0.618	11,945
HIGH	11,828
0.618	11,756
0.500	11,734
0.382	11,711
LOW	11,639
0.618	11,522
1.000	11,450
1.618	11,333
2.618	11,144
4.250	10,836

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	11,734	11,734
PP	11,702	11,702
S1	11,671	11,671

Download as Excel Spreadsheet

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

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