mini-sized Dow ($5) Future December 2012

Trading Metrics calculated at close of trading on 04-Apr-2012

Day Change Summary
	Previous	Current
	03-Apr-2012	04-Apr-2012	Change	Change %	Previous Week
Open	12,982	13,003	21	0.2%	13,056
High	12,982	13,003	21	0.2%	13,056
Low	12,982	12,855	-127	-1.0%	12,903
Close	12,982	12,855	-127	-1.0%	12,992
Range	0	148	148		153
ATR	68	74	6	8.3%	0
Volume	2	2	0	0.0%	70

Daily Pivots for day following 04-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,348	13,250	12,937
R3	13,200	13,102	12,896
R2	13,052	13,052	12,882
R1	12,954	12,954	12,869	12,929
PP	12,904	12,904	12,904	12,892
S1	12,806	12,806	12,842	12,781
S2	12,756	12,756	12,828
S3	12,608	12,658	12,814
S4	12,460	12,510	12,774

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,443	13,370	13,076
R3	13,290	13,217	13,034
R2	13,137	13,137	13,020
R1	13,064	13,064	13,006	13,024
PP	12,984	12,984	12,984	12,964
S1	12,911	12,911	12,978	12,871
S2	12,831	12,831	12,964
S3	12,678	12,758	12,950
S4	12,525	12,605	12,908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,078	12,855	223	1.7%	38	0.3%	0%	False	True	9
10	13,078	12,855	223	1.7%	19	0.1%	0%	False	True	11
20	13,109	12,701	408	3.2%	18	0.1%	38%	False	False	9
40	13,109	12,534	575	4.5%	20	0.2%	56%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	13,632
2.618	13,391
1.618	13,243
1.000	13,151
0.618	13,095
HIGH	13,003
0.618	12,947
0.500	12,929
0.382	12,912
LOW	12,855
0.618	12,764
1.000	12,707
1.618	12,616
2.618	12,468
4.250	12,226

Fisher Pivots for day following 04-Apr-2012
Pivot	1 day	3 day
R1	12,929	12,967
PP	12,904	12,929
S1	12,880	12,892

Download as Excel Spreadsheet

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

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