mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	12,257	12,258	1	0.0%	12,321
High	12,262	12,310	48	0.4%	12,341
Low	12,170	12,230	60	0.5%	12,170
Close	12,262	12,239	-23	-0.2%	12,239
Range	92	80	-12	-13.0%	171
ATR	137	133	-4	-3.0%	0
Volume	7	5	-2	-28.6%	26

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,500	12,449	12,283
R3	12,420	12,369	12,261
R2	12,340	12,340	12,254
R1	12,289	12,289	12,246	12,275
PP	12,260	12,260	12,260	12,252
S1	12,209	12,209	12,232	12,195
S2	12,180	12,180	12,224
S3	12,100	12,129	12,217
S4	12,020	12,049	12,195

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,763	12,672	12,333
R3	12,592	12,501	12,286
R2	12,421	12,421	12,270
R1	12,330	12,330	12,255	12,290
PP	12,250	12,250	12,250	12,230
S1	12,159	12,159	12,223	12,119
S2	12,079	12,079	12,208
S3	11,908	11,988	12,192
S4	11,737	11,817	12,145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,341	12,082	259	2.1%	76	0.6%	61%	False	False	7
10	12,341	11,990	351	2.9%	62	0.5%	71%	False	False	7
20	12,341	11,639	702	5.7%	97	0.8%	85%	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	False
Bull Hook	False
Stretch	7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,650
2.618	12,520
1.618	12,440
1.000	12,390
0.618	12,360
HIGH	12,310
0.618	12,280
0.500	12,270
0.382	12,261
LOW	12,230
0.618	12,181
1.000	12,150
1.618	12,101
2.618	12,021
4.250	11,890

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	12,270	12,240
PP	12,260	12,240
S1	12,249	12,239

Download as Excel Spreadsheet

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

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