mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	12,851	12,952	101	0.8%	12,900
High	12,929	12,952	23	0.2%	12,947
Low	12,795	12,845	50	0.4%	12,836
Close	12,897	12,925	28	0.2%	12,889
Range	134	107	-27	-20.1%	111
ATR	98	99	1	0.7%	0
Volume	16	155	139	868.8%	131

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,228	13,184	12,984
R3	13,121	13,077	12,955
R2	13,014	13,014	12,945
R1	12,970	12,970	12,935	12,939
PP	12,907	12,907	12,907	12,892
S1	12,863	12,863	12,915	12,832
S2	12,800	12,800	12,906
S3	12,693	12,756	12,896
S4	12,586	12,649	12,866

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	12,952	12,795	157	1.2%	84	0.6%	83%	True	False	53
10	12,952	12,632	320	2.5%	103	0.8%	92%	True	False	43
20	12,952	12,494	458	3.5%	88	0.7%	94%	True	False	29
40	12,952	12,082	870	6.7%	84	0.7%	97%	True	False	19

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	24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,407
2.618	13,232
1.618	13,125
1.000	13,059
0.618	13,018
HIGH	12,952
0.618	12,911
0.500	12,899
0.382	12,886
LOW	12,845
0.618	12,779
1.000	12,738
1.618	12,672
2.618	12,565
4.250	12,390

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	12,916	12,908
PP	12,907	12,891
S1	12,899	12,874

Download as Excel Spreadsheet

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

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