mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	12,538	12,500	-38	-0.3%	12,708
High	12,564	12,723	159	1.3%	12,767
Low	12,425	12,500	75	0.6%	12,425
Close	12,502	12,712	210	1.7%	12,712
Range	139	223	84	60.4%	342
ATR	174	178	3	2.0%	0
Volume	125,958	116,885	-9,073	-7.2%	629,424

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,314	13,236	12,835
R3	13,091	13,013	12,773
R2	12,868	12,868	12,753
R1	12,790	12,790	12,733	12,829
PP	12,645	12,645	12,645	12,665
S1	12,567	12,567	12,692	12,606
S2	12,422	12,422	12,671
S3	12,199	12,344	12,651
S4	11,976	12,121	12,589

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,661	13,528	12,900
R3	13,319	13,186	12,806
R2	12,977	12,977	12,775
R1	12,844	12,844	12,743	12,911
PP	12,635	12,635	12,635	12,668
S1	12,502	12,502	12,681	12,569
S2	12,293	12,293	12,649
S3	11,951	12,160	12,618
S4	11,609	11,818	12,524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,767	12,425	342	2.7%	173	1.4%	84%	False	False	125,884
10	12,917	12,425	492	3.9%	182	1.4%	58%	False	False	103,414
20	12,917	12,376	541	4.3%	174	1.4%	62%	False	False	117,793
40	12,917	11,884	1,033	8.1%	181	1.4%	80%	False	False	79,944
60	13,213	11,884	1,329	10.5%	152	1.2%	62%	False	False	53,317
80	13,213	11,884	1,329	10.5%	137	1.1%	62%	False	False	39,990
100	13,213	11,884	1,329	10.5%	121	1.0%	62%	False	False	31,996
120	13,213	11,884	1,329	10.5%	104	0.8%	62%	False	False	26,663

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,671
2.618	13,307
1.618	13,084
1.000	12,946
0.618	12,861
HIGH	12,723
0.618	12,638
0.500	12,612
0.382	12,585
LOW	12,500
0.618	12,362
1.000	12,277
1.618	12,139
2.618	11,916
4.250	11,552

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	12,679	12,666
PP	12,645	12,620
S1	12,612	12,574

Download as Excel Spreadsheet

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

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