mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	12,269	12,390	121	1.0%	12,321
High	12,336	12,390	54	0.4%	12,341
Low	12,269	12,270	1	0.0%	12,170
Close	12,319	12,343	24	0.2%	12,239
Range	67	120	53	79.1%	171
ATR	121	121	0	-0.1%	0
Volume	16	20	4	25.0%	26

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,694	12,639	12,409
R3	12,574	12,519	12,376
R2	12,454	12,454	12,365
R1	12,399	12,399	12,354	12,367
PP	12,334	12,334	12,334	12,318
S1	12,279	12,279	12,332	12,247
S2	12,214	12,214	12,321
S3	12,094	12,159	12,310
S4	11,974	12,039	12,277

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	12,399	12,230	169	1.4%	70	0.6%	67%	False	False	11
10	12,399	12,082	317	2.6%	65	0.5%	82%	False	False	9
20	12,399	11,639	760	6.2%	81	0.7%	93%	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	8
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	12,900
2.618	12,704
1.618	12,584
1.000	12,510
0.618	12,464
HIGH	12,390
0.618	12,344
0.500	12,330
0.382	12,316
LOW	12,270
0.618	12,196
1.000	12,150
1.618	12,076
2.618	11,956
4.250	11,760

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	12,339	12,340
PP	12,334	12,337
S1	12,330	12,334

Download as Excel Spreadsheet

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

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