mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 22-Dec-2011

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	11,975	11,990	15	0.1%	11,876
High	12,065	12,038	-27	-0.2%	11,970
Low	11,930	11,990	60	0.5%	11,659
Close	11,959	12,038	79	0.7%	11,714
Range	135	48	-87	-64.4%	311
ATR	156	150	-5	-3.5%	0
Volume	33	15	-18	-54.5%	23

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,166	12,150	12,065
R3	12,118	12,102	12,051
R2	12,070	12,070	12,047
R1	12,054	12,054	12,043	12,062
PP	12,022	12,022	12,022	12,026
S1	12,006	12,006	12,034	12,014
S2	11,974	11,974	12,029
S3	11,926	11,958	12,025
S4	11,878	11,910	12,012

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	3.5%	132	1.1%	94%	False	False	13
10	12,076	11,639	437	3.6%	112	0.9%	91%	False	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,242
2.618	12,164
1.618	12,116
1.000	12,086
0.618	12,068
HIGH	12,038
0.618	12,020
0.500	12,014
0.382	12,008
LOW	11,990
0.618	11,960
1.000	11,942
1.618	11,912
2.618	11,864
4.250	11,786

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	12,030	11,985
PP	12,022	11,933
S1	12,014	11,880

Download as Excel Spreadsheet

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

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