mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	12,862	12,882	20	0.2%	12,714
High	12,936	12,884	-52	-0.4%	12,936
Low	12,835	12,751	-84	-0.7%	12,578
Close	12,880	12,773	-107	-0.8%	12,773
Range	101	133	32	31.7%	358
ATR	168	166	-3	-1.5%	0
Volume	113,531	119,046	5,515	4.9%	558,565

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,202	13,120	12,846
R3	13,069	12,987	12,810
R2	12,936	12,936	12,798
R1	12,854	12,854	12,785	12,829
PP	12,803	12,803	12,803	12,790
S1	12,721	12,721	12,761	12,696
S2	12,670	12,670	12,749
S3	12,537	12,588	12,737
S4	12,404	12,455	12,700

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,836	13,663	12,970
R3	13,478	13,305	12,872
R2	13,120	13,120	12,839
R1	12,947	12,947	12,806	13,034
PP	12,762	12,762	12,762	12,806
S1	12,589	12,589	12,740	12,676
S2	12,404	12,404	12,707
S3	12,046	12,231	12,675
S4	11,688	11,873	12,576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,936	12,578	358	2.8%	140	1.1%	54%	False	False	111,713
10	12,936	12,425	511	4.0%	156	1.2%	68%	False	False	118,798
20	12,936	12,376	560	4.4%	162	1.3%	71%	False	False	111,390
40	12,936	11,884	1,052	8.2%	178	1.4%	85%	False	False	93,870
60	13,213	11,884	1,329	10.4%	159	1.2%	67%	False	False	62,626
80	13,213	11,884	1,329	10.4%	138	1.1%	67%	False	False	46,971
100	13,213	11,884	1,329	10.4%	126	1.0%	67%	False	False	37,581
120	13,213	11,884	1,329	10.4%	109	0.9%	67%	False	False	31,318

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	35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,449
2.618	13,232
1.618	13,099
1.000	13,017
0.618	12,966
HIGH	12,884
0.618	12,833
0.500	12,818
0.382	12,802
LOW	12,751
0.618	12,669
1.000	12,618
1.618	12,536
2.618	12,403
4.250	12,186

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	12,818	12,811
PP	12,803	12,798
S1	12,788	12,786

Download as Excel Spreadsheet

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

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