mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	12,866	12,830	-36	-0.3%	12,827
High	12,917	12,851	-66	-0.5%	12,917
Low	12,783	12,640	-143	-1.1%	12,640
Close	12,832	12,727	-105	-0.8%	12,727
Range	134	211	77	57.5%	277
ATR	176	178	3	1.4%	0
Volume	306	142,800	142,494	46,566.7%	260,795

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,372	13,261	12,843
R3	13,161	13,050	12,785
R2	12,950	12,950	12,766
R1	12,839	12,839	12,746	12,789
PP	12,739	12,739	12,739	12,715
S1	12,628	12,628	12,708	12,578
S2	12,528	12,528	12,688
S3	12,317	12,417	12,669
S4	12,106	12,206	12,611

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,592	13,437	12,879
R3	13,315	13,160	12,803
R2	13,038	13,038	12,778
R1	12,883	12,883	12,753	12,822
PP	12,761	12,761	12,761	12,731
S1	12,606	12,606	12,702	12,545
S2	12,484	12,484	12,676
S3	12,207	12,329	12,651
S4	11,930	12,052	12,575

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,917	12,479	438	3.4%	191	1.5%	57%	False	False	80,944
10	12,917	12,376	541	4.3%	168	1.3%	65%	False	False	103,981
20	12,917	12,288	629	4.9%	191	1.5%	70%	False	False	126,115
40	12,917	11,884	1,033	8.1%	174	1.4%	82%	False	False	64,236
60	13,213	11,884	1,329	10.4%	147	1.2%	63%	False	False	42,828
80	13,213	11,884	1,329	10.4%	129	1.0%	63%	False	False	32,124
100	13,213	11,884	1,329	10.4%	114	0.9%	63%	False	False	25,701
120	13,213	11,884	1,329	10.4%	97	0.8%	63%	False	False	21,418

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	27
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,748
2.618	13,404
1.618	13,193
1.000	13,062
0.618	12,982
HIGH	12,851
0.618	12,771
0.500	12,746
0.382	12,721
LOW	12,640
0.618	12,510
1.000	12,429
1.618	12,299
2.618	12,088
4.250	11,743

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	12,746	12,779
PP	12,739	12,761
S1	12,733	12,744

Download as Excel Spreadsheet

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

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