mini-sized Dow ($5) Future September 2012

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

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	13,020	12,916	-104	-0.8%	13,080
High	13,020	12,971	-49	-0.4%	13,104
Low	12,889	12,880	-9	-0.1%	12,880
Close	12,940	12,971	31	0.2%	12,971
Range	131	91	-40	-30.5%	224
ATR	79	79	1	1.1%	0
Volume	7	17	10	142.9%	112

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,214	13,183	13,021
R3	13,123	13,092	12,996
R2	13,032	13,032	12,988
R1	13,001	13,001	12,979	13,017
PP	12,941	12,941	12,941	12,948
S1	12,910	12,910	12,963	12,926
S2	12,850	12,850	12,954
S3	12,759	12,819	12,946
S4	12,668	12,728	12,921

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,657	13,538	13,094
R3	13,433	13,314	13,033
R2	13,209	13,209	13,012
R1	13,090	13,090	12,992	13,038
PP	12,985	12,985	12,985	12,959
S1	12,866	12,866	12,951	12,814
S2	12,761	12,761	12,930
S3	12,537	12,642	12,910
S4	12,313	12,418	12,848

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,104	12,880	224	1.7%	71	0.5%	41%	False	True	22
10	13,169	12,785	384	3.0%	70	0.5%	48%	False	False	35
20	13,169	12,609	560	4.3%	64	0.5%	65%	False	False	20
40	13,169	12,444	725	5.6%	42	0.3%	73%	False	False	11

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	6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,358
2.618	13,209
1.618	13,118
1.000	13,062
0.618	13,027
HIGH	12,971
0.618	12,936
0.500	12,926
0.382	12,915
LOW	12,880
0.618	12,824
1.000	12,789
1.618	12,733
2.618	12,642
4.250	12,493

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	12,956	12,964
PP	12,941	12,957
S1	12,926	12,950

Download as Excel Spreadsheet

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

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