mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	12,802	12,750	-52	-0.4%	12,680
High	12,802	12,860	58	0.5%	12,800
Low	12,781	12,750	-31	-0.2%	12,629
Close	12,781	12,838	57	0.4%	12,795
Range	21	110	89	423.8%	171
ATR	55	59	4	7.2%	0
Volume	4	1	-3	-75.0%	5

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,146	13,102	12,899
R3	13,036	12,992	12,868
R2	12,926	12,926	12,858
R1	12,882	12,882	12,848	12,904
PP	12,816	12,816	12,816	12,827
S1	12,772	12,772	12,828	12,794
S2	12,706	12,706	12,818
S3	12,596	12,662	12,808
S4	12,486	12,552	12,778

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,254	13,196	12,889
R3	13,083	13,025	12,842
R2	12,912	12,912	12,826
R1	12,854	12,854	12,811	12,883
PP	12,741	12,741	12,741	12,756
S1	12,683	12,683	12,779	12,712
S2	12,570	12,570	12,764
S3	12,399	12,512	12,748
S4	12,228	12,341	12,701

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,860	12,736	124	1.0%	53	0.4%	82%	True	False	1
10	12,860	12,629	231	1.8%	29	0.2%	90%	True	False	1
20	12,860	12,444	416	3.2%	22	0.2%	95%	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 31 trading days

Fibonacci Retracements and Extensions
4.250	13,328
2.618	13,148
1.618	13,038
1.000	12,970
0.618	12,928
HIGH	12,860
0.618	12,818
0.500	12,805
0.382	12,792
LOW	12,750
0.618	12,682
1.000	12,640
1.618	12,572
2.618	12,462
4.250	12,283

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	12,827	12,827
PP	12,816	12,816
S1	12,805	12,805

Download as Excel Spreadsheet

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

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