mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	12,346	12,403	57	0.5%	12,024
High	12,475	12,508	33	0.3%	12,508
Low	12,335	12,310	-25	-0.2%	11,884
Close	12,406	12,503	97	0.8%	12,503
Range	140	198	58	41.4%	624
ATR	160	163	3	1.7%	0
Volume	27,373	102,648	75,275	275.0%	145,851

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,034	12,967	12,612
R3	12,836	12,769	12,558
R2	12,638	12,638	12,539
R1	12,571	12,571	12,521	12,605
PP	12,440	12,440	12,440	12,457
S1	12,373	12,373	12,485	12,407
S2	12,242	12,242	12,467
S3	12,044	12,175	12,449
S4	11,846	11,977	12,394

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,170	13,961	12,846
R3	13,546	13,337	12,675
R2	12,922	12,922	12,618
R1	12,713	12,713	12,560	12,818
PP	12,298	12,298	12,298	12,351
S1	12,089	12,089	12,446	12,194
S2	11,674	11,674	12,389
S3	11,050	11,465	12,332
S4	10,426	10,841	12,160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,508	11,884	624	5.0%	180	1.4%	99%	True	False	29,170
10	12,515	11,884	631	5.0%	180	1.4%	98%	False	False	14,714
20	12,784	11,884	900	7.2%	163	1.3%	69%	False	False	7,484
40	13,213	11,884	1,329	10.6%	125	1.0%	47%	False	False	3,750
60	13,213	11,884	1,329	10.6%	111	0.9%	47%	False	False	2,504
80	13,213	11,884	1,329	10.6%	97	0.8%	47%	False	False	1,881
100	13,213	11,884	1,329	10.6%	80	0.6%	47%	False	False	1,505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,350
2.618	13,026
1.618	12,828
1.000	12,706
0.618	12,630
HIGH	12,508
0.618	12,432
0.500	12,409
0.382	12,386
LOW	12,310
0.618	12,188
1.000	12,112
1.618	11,990
2.618	11,792
4.250	11,469

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	12,472	12,429
PP	12,440	12,354
S1	12,409	12,280

Download as Excel Spreadsheet

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

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