mini-sized Dow ($5) Future December 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	12,753	12,700	-53	-0.4%	12,757
High	12,756	12,751	-5	0.0%	12,785
Low	12,753	12,700	-53	-0.4%	12,700
Close	12,756	12,751	-5	0.0%	12,756
Range	3	51	48	1,600.0%	85
ATR	56	56	0	0.0%	0
Volume	1	4	3	300.0%	5

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,887	12,870	12,779
R3	12,836	12,819	12,765
R2	12,785	12,785	12,760
R1	12,768	12,768	12,756	12,777
PP	12,734	12,734	12,734	12,738
S1	12,717	12,717	12,746	12,726
S2	12,683	12,683	12,742
S3	12,632	12,666	12,737
S4	12,581	12,615	12,723

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,002	12,964	12,803
R3	12,917	12,879	12,780
R2	12,832	12,832	12,772
R1	12,794	12,794	12,764	12,771
PP	12,747	12,747	12,747	12,735
S1	12,709	12,709	12,748	12,686
S2	12,662	12,662	12,741
S3	12,577	12,624	12,733
S4	12,492	12,539	12,709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,785	12,700	85	0.7%	23	0.2%	60%	False	True	1
10	12,800	12,656	144	1.1%	27	0.2%	66%	False	False	1
20	12,800	12,491	309	2.4%	31	0.2%	84%	False	False	4

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	0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,968
2.618	12,885
1.618	12,834
1.000	12,802
0.618	12,783
HIGH	12,751
0.618	12,732
0.500	12,726
0.382	12,720
LOW	12,700
0.618	12,669
1.000	12,649
1.618	12,618
2.618	12,567
4.250	12,483

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	12,743	12,744
PP	12,734	12,737
S1	12,726	12,731

Download as Excel Spreadsheet

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

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