mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	12,788	12,888	100	0.8%	12,833
High	12,801	12,889	88	0.7%	12,992
Low	12,750	12,884	134	1.1%	12,780
Close	12,801	12,889	88	0.7%	12,918
Range	51	5	-46	-90.2%	212
ATR	117	115	-2	-1.8%	0
Volume	8	3	-5	-62.5%	39

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,902	12,901	12,892
R3	12,897	12,896	12,891
R2	12,892	12,892	12,890
R1	12,891	12,891	12,890	12,892
PP	12,887	12,887	12,887	12,888
S1	12,886	12,886	12,889	12,887
S2	12,882	12,882	12,888
S3	12,877	12,881	12,888
S4	12,872	12,876	12,886

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,533	13,437	13,035
R3	13,321	13,225	12,976
R2	13,109	13,109	12,957
R1	13,013	13,013	12,938	13,061
PP	12,897	12,897	12,897	12,921
S1	12,801	12,801	12,899	12,849
S2	12,685	12,685	12,879
S3	12,473	12,589	12,860
S4	12,261	12,377	12,802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,955	12,750	205	1.6%	63	0.5%	68%	False	False	7
10	12,992	12,676	316	2.5%	81	0.6%	67%	False	False	9
20	13,140	12,596	544	4.2%	79	0.6%	54%	False	False	7
40	13,178	12,596	582	4.5%	78	0.6%	50%	False	False	14
60	13,178	12,444	734	5.7%	59	0.5%	61%	False	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	12,910
2.618	12,902
1.618	12,897
1.000	12,894
0.618	12,892
HIGH	12,889
0.618	12,887
0.500	12,887
0.382	12,886
LOW	12,884
0.618	12,881
1.000	12,879
1.618	12,876
2.618	12,871
4.250	12,863

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	12,888	12,875
PP	12,887	12,861
S1	12,887	12,848

Download as Excel Spreadsheet

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

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