mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	12,556	12,595	39	0.3%	12,287
High	12,556	12,595	39	0.3%	12,521
Low	12,556	12,552	-4	0.0%	12,287
Close	12,556	12,552	-4	0.0%	12,521
Range	0	43	43		234
ATR
Volume	2	2	0	0.0%	8

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,695	12,667	12,576
R3	12,652	12,624	12,564
R2	12,609	12,609	12,560
R1	12,581	12,581	12,556	12,574
PP	12,566	12,566	12,566	12,563
S1	12,538	12,538	12,548	12,531
S2	12,523	12,523	12,544
S3	12,480	12,495	12,540
S4	12,437	12,452	12,528

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,145	13,067	12,650
R3	12,911	12,833	12,585
R2	12,677	12,677	12,564
R1	12,599	12,599	12,543	12,638
PP	12,443	12,443	12,443	12,463
S1	12,365	12,365	12,500	12,404
S2	12,209	12,209	12,478
S3	11,975	12,131	12,457
S4	11,741	11,897	12,392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,595	12,494	101	0.8%	9	0.1%	57%	True	False	2
10	12,595	12,257	338	2.7%	4	0.0%	87%	True	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	12,778
2.618	12,708
1.618	12,665
1.000	12,638
0.618	12,622
HIGH	12,595
0.618	12,579
0.500	12,574
0.382	12,569
LOW	12,552
0.618	12,526
1.000	12,509
1.618	12,483
2.618	12,440
4.250	12,369

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	12,574	12,550
PP	12,566	12,547
S1	12,559	12,545

Download as Excel Spreadsheet

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

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