mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	12,605	12,317	-288	-2.3%	12,024
High	12,715	12,518	-197	-1.5%	12,508
Low	12,308	12,288	-20	-0.2%	11,884
Close	12,310	12,514	204	1.7%	12,503
Range	407	230	-177	-43.5%	624
ATR	180	184	4	2.0%	0
Volume	180,261	188,262	8,001	4.4%	145,851

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,130	13,052	12,641
R3	12,900	12,822	12,577
R2	12,670	12,670	12,556
R1	12,592	12,592	12,535	12,631
PP	12,440	12,440	12,440	12,460
S1	12,362	12,362	12,493	12,401
S2	12,210	12,210	12,472
S3	11,980	12,132	12,451
S4	11,750	11,902	12,388

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	12,715	12,051	664	5.3%	254	2.0%	70%	False	False	102,038
10	12,715	11,884	831	6.6%	219	1.7%	76%	False	False	51,529
20	12,715	11,884	831	6.6%	182	1.5%	76%	False	False	25,894
40	13,213	11,884	1,329	10.6%	136	1.1%	47%	False	False	12,963
60	13,213	11,884	1,329	10.6%	120	1.0%	47%	False	False	8,644
80	13,213	11,884	1,329	10.6%	105	0.8%	47%	False	False	6,488
100	13,213	11,884	1,329	10.6%	86	0.7%	47%	False	False	5,191

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	42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,496
2.618	13,120
1.618	12,890
1.000	12,748
0.618	12,660
HIGH	12,518
0.618	12,430
0.500	12,403
0.382	12,376
LOW	12,288
0.618	12,146
1.000	12,058
1.618	11,916
2.618	11,686
4.250	11,311

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	12,477	12,510
PP	12,440	12,506
S1	12,403	12,502

Download as Excel Spreadsheet

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

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