mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	11,738	11,695	-43	-0.4%	11,876
High	11,828	11,967	139	1.2%	11,970
Low	11,639	11,695	56	0.5%	11,659
Close	11,639	11,967	328	2.8%	11,714
Range	189	272	83	43.9%	311
ATR
Volume	2	10	8	400.0%	23

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,692	12,602	12,117
R3	12,420	12,330	12,042
R2	12,148	12,148	12,017
R1	12,058	12,058	11,992	12,103
PP	11,876	11,876	11,876	11,899
S1	11,786	11,786	11,942	11,831
S2	11,604	11,604	11,917
S3	11,332	11,514	11,892
S4	11,060	11,242	11,818

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	11,967	11,639	328	2.7%	120	1.0%	100%	True	False	6
10	12,124	11,639	485	4.1%	131	1.1%	68%	False	False	9

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	False
Bear Hook	False
Bull Hook	False
Stretch	29
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	13,123
2.618	12,679
1.618	12,407
1.000	12,239
0.618	12,135
HIGH	11,967
0.618	11,863
0.500	11,831
0.382	11,799
LOW	11,695
0.618	11,527
1.000	11,423
1.618	11,255
2.618	10,983
4.250	10,539

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	11,922	11,912
PP	11,876	11,858
S1	11,831	11,803

Download as Excel Spreadsheet

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

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