mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	12,827	12,780	-47	-0.4%	12,566
High	12,850	12,877	27	0.2%	12,834
Low	12,724	12,750	26	0.2%	12,376
Close	12,776	12,867	91	0.7%	12,808
Range	126	127	1	0.8%	458
ATR	183	179	-4	-2.2%	0
Volume	117,485	204	-117,281	-99.8%	660,466

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,212	13,167	12,937
R3	13,085	13,040	12,902
R2	12,958	12,958	12,890
R1	12,913	12,913	12,879	12,936
PP	12,831	12,831	12,831	12,843
S1	12,786	12,786	12,855	12,809
S2	12,704	12,704	12,844
S3	12,577	12,659	12,832
S4	12,450	12,532	12,797

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,047	13,885	13,060
R3	13,589	13,427	12,934
R2	13,131	13,131	12,892
R1	12,969	12,969	12,850	13,050
PP	12,673	12,673	12,673	12,713
S1	12,511	12,511	12,766	12,592
S2	12,215	12,215	12,724
S3	11,757	12,053	12,682
S4	11,299	11,595	12,556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,877	12,376	501	3.9%	185	1.4%	98%	True	False	108,231
10	12,877	12,376	501	3.9%	178	1.4%	98%	True	False	123,811
20	12,877	12,051	826	6.4%	195	1.5%	99%	True	False	120,910
40	12,877	11,884	993	7.7%	173	1.3%	99%	True	False	60,659
60	13,213	11,884	1,329	10.3%	145	1.1%	74%	False	False	40,443
80	13,213	11,884	1,329	10.3%	127	1.0%	74%	False	False	30,337
100	13,213	11,884	1,329	10.3%	111	0.9%	74%	False	False	24,270
120	13,213	11,884	1,329	10.3%	94	0.7%	74%	False	False	20,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,417
2.618	13,210
1.618	13,083
1.000	13,004
0.618	12,956
HIGH	12,877
0.618	12,829
0.500	12,814
0.382	12,799
LOW	12,750
0.618	12,672
1.000	12,623
1.618	12,545
2.618	12,418
4.250	12,210

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	12,849	12,804
PP	12,831	12,741
S1	12,814	12,678

Download as Excel Spreadsheet

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

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