mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	13,285	13,232	-53	-0.4%	13,062
High	13,318	13,349	31	0.2%	13,324
Low	13,231	13,195	-36	-0.3%	12,965
Close	13,237	13,293	56	0.4%	13,296
Range	87	154	67	77.0%	359
ATR	129	130	2	1.4%	0
Volume	72,331	90,819	18,488	25.6%	480,060

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,741	13,671	13,378
R3	13,587	13,517	13,335
R2	13,433	13,433	13,321
R1	13,363	13,363	13,307	13,398
PP	13,279	13,279	13,279	13,297
S1	13,209	13,209	13,279	13,244
S2	13,125	13,125	13,265
S3	12,971	13,055	13,251
S4	12,817	12,901	13,208

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,272	14,143	13,494
R3	13,913	13,784	13,395
R2	13,554	13,554	13,362
R1	13,425	13,425	13,329	13,490
PP	13,195	13,195	13,195	13,227
S1	13,066	13,066	13,263	13,131
S2	12,836	12,836	13,230
S3	12,477	12,707	13,197
S4	12,118	12,348	13,099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,349	12,982	367	2.8%	130	1.0%	85%	True	False	101,793
10	13,349	12,965	384	2.9%	124	0.9%	85%	True	False	107,899
20	13,349	12,965	384	2.9%	116	0.9%	85%	True	False	100,269
40	13,349	12,462	887	6.7%	142	1.1%	94%	True	False	107,065
60	13,349	12,376	973	7.3%	152	1.1%	94%	True	False	110,432
80	13,349	11,884	1,465	11.0%	160	1.2%	96%	True	False	94,628
100	13,349	11,884	1,465	11.0%	148	1.1%	96%	True	False	75,717
120	13,349	11,884	1,465	11.0%	138	1.0%	96%	True	False	63,098

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,004
2.618	13,752
1.618	13,598
1.000	13,503
0.618	13,444
HIGH	13,349
0.618	13,290
0.500	13,272
0.382	13,254
LOW	13,195
0.618	13,100
1.000	13,041
1.618	12,946
2.618	12,792
4.250	12,541

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	13,286	13,286
PP	13,279	13,279
S1	13,272	13,272

Download as Excel Spreadsheet

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

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