mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 21-Dec-2011

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	11,695	11,975	280	2.4%	11,876
High	11,967	12,065	98	0.8%	11,970
Low	11,695	11,930	235	2.0%	11,659
Close	11,967	11,959	-8	-0.1%	11,714
Range	272	135	-137	-50.4%	311
ATR	0	156	156		0
Volume	10	33	23	230.0%	23

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,390	12,309	12,033
R3	12,255	12,174	11,996
R2	12,120	12,120	11,984
R1	12,039	12,039	11,972	12,012
PP	11,985	11,985	11,985	11,971
S1	11,904	11,904	11,947	11,877
S2	11,850	11,850	11,934
S3	11,715	11,769	11,922
S4	11,580	11,634	11,885

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	12,065	11,639	426	3.6%	142	1.2%	75%	True	False	11
10	12,124	11,639	485	4.1%	132	1.1%	66%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,639
2.618	12,419
1.618	12,284
1.000	12,200
0.618	12,149
HIGH	12,065
0.618	12,014
0.500	11,998
0.382	11,982
LOW	11,930
0.618	11,847
1.000	11,795
1.618	11,712
2.618	11,577
4.250	11,356

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	11,998	11,923
PP	11,985	11,888
S1	11,972	11,852

Download as Excel Spreadsheet

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

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