mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	12,916	12,851	-65	-0.5%	12,900
High	12,935	12,929	-6	0.0%	12,947
Low	12,885	12,795	-90	-0.7%	12,836
Close	12,889	12,897	8	0.1%	12,889
Range	50	134	84	168.0%	111
ATR	95	98	3	2.9%	0
Volume	33	16	-17	-51.5%	131

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,276	13,220	12,971
R3	13,142	13,086	12,934
R2	13,008	13,008	12,922
R1	12,952	12,952	12,909	12,980
PP	12,874	12,874	12,874	12,888
S1	12,818	12,818	12,885	12,846
S2	12,740	12,740	12,873
S3	12,606	12,684	12,860
S4	12,472	12,550	12,823

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,224	13,167	12,950
R3	13,113	13,056	12,920
R2	13,002	13,002	12,909
R1	12,945	12,945	12,899	12,918
PP	12,891	12,891	12,891	12,877
S1	12,834	12,834	12,879	12,807
S2	12,780	12,780	12,869
S3	12,669	12,723	12,859
S4	12,558	12,612	12,828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,947	12,795	152	1.2%	85	0.7%	67%	False	True	29
10	12,947	12,632	315	2.4%	101	0.8%	84%	False	False	30
20	12,947	12,460	487	3.8%	86	0.7%	90%	False	False	21
40	12,947	12,082	865	6.7%	82	0.6%	94%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	13,499
2.618	13,280
1.618	13,146
1.000	13,063
0.618	13,012
HIGH	12,929
0.618	12,878
0.500	12,862
0.382	12,846
LOW	12,795
0.618	12,712
1.000	12,661
1.618	12,578
2.618	12,444
4.250	12,226

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	12,885	12,886
PP	12,874	12,876
S1	12,862	12,865

Download as Excel Spreadsheet

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

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