mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	12,321	12,256	-65	-0.5%	12,198
High	12,341	12,288	-53	-0.4%	12,198
Low	12,270	12,244	-26	-0.2%	12,013
Close	12,270	12,288	18	0.1%	12,082
Range	71	44	-27	-38.0%	185
ATR	145	138	-7	-5.0%	0
Volume	8	6	-2	-25.0%	30

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,405	12,391	12,312
R3	12,361	12,347	12,300
R2	12,317	12,317	12,296
R1	12,303	12,303	12,292	12,310
PP	12,273	12,273	12,273	12,277
S1	12,259	12,259	12,284	12,266
S2	12,229	12,229	12,280
S3	12,185	12,215	12,276
S4	12,141	12,171	12,264

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,653	12,552	12,184
R3	12,468	12,367	12,133
R2	12,283	12,283	12,116
R1	12,182	12,182	12,099	12,140
PP	12,098	12,098	12,098	12,077
S1	11,997	11,997	12,065	11,955
S2	11,913	11,913	12,048
S3	11,728	11,812	12,031
S4	11,543	11,627	11,980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,341	12,013	328	2.7%	57	0.5%	84%	False	False	8
10	12,341	11,695	646	5.3%	85	0.7%	92%	False	False	10
20	12,341	11,639	702	5.7%	98	0.8%	92%	False	False	9

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	True
Bull Hook	False
Stretch	8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,475
2.618	12,403
1.618	12,359
1.000	12,332
0.618	12,315
HIGH	12,288
0.618	12,271
0.500	12,266
0.382	12,261
LOW	12,244
0.618	12,217
1.000	12,200
1.618	12,173
2.618	12,129
4.250	12,057

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	12,281	12,263
PP	12,273	12,237
S1	12,266	12,212

Download as Excel Spreadsheet

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

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