mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	12,650	12,739	89	0.7%	12,708
High	12,766	12,867	101	0.8%	12,767
Low	12,578	12,686	108	0.9%	12,425
Close	12,737	12,860	123	1.0%	12,712
Range	188	181	-7	-3.7%	342
ATR	173	173	1	0.3%	0
Volume	128,911	107,062	-21,849	-16.9%	629,424

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,347	13,285	12,960
R3	13,166	13,104	12,910
R2	12,985	12,985	12,893
R1	12,923	12,923	12,877	12,954
PP	12,804	12,804	12,804	12,820
S1	12,742	12,742	12,844	12,773
S2	12,623	12,623	12,827
S3	12,442	12,561	12,810
S4	12,261	12,380	12,761

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	12,867	12,425	442	3.4%	165	1.3%	98%	True	False	113,766
10	12,917	12,425	492	3.8%	168	1.3%	88%	False	False	109,851
20	12,917	12,376	541	4.2%	173	1.3%	89%	False	False	116,831
40	12,917	11,884	1,033	8.0%	179	1.4%	94%	False	False	88,062
60	13,213	11,884	1,329	10.3%	156	1.2%	73%	False	False	58,750
80	13,213	11,884	1,329	10.3%	138	1.1%	73%	False	False	44,064
100	13,213	11,884	1,329	10.3%	125	1.0%	73%	False	False	35,255
120	13,213	11,884	1,329	10.3%	107	0.8%	73%	False	False	29,380

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	39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,636
2.618	13,341
1.618	13,160
1.000	13,048
0.618	12,979
HIGH	12,867
0.618	12,798
0.500	12,777
0.382	12,755
LOW	12,686
0.618	12,574
1.000	12,505
1.618	12,393
2.618	12,212
4.250	11,917

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	12,832	12,814
PP	12,804	12,768
S1	12,777	12,723

Download as Excel Spreadsheet

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

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