mini-sized Dow ($5) Future December 2012

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	12,733	12,757	24	0.2%	12,764
High	12,777	12,813	36	0.3%	12,855
Low	12,666	12,696	30	0.2%	12,435
Close	12,759	12,800	41	0.3%	12,570
Range	111	117	6	5.4%	420
ATR	165	162	-3	-2.1%	0
Volume	122,895	82,562	-40,333	-32.8%	701,546

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,121	13,077	12,864
R3	13,004	12,960	12,832
R2	12,887	12,887	12,822
R1	12,843	12,843	12,811	12,865
PP	12,770	12,770	12,770	12,781
S1	12,726	12,726	12,789	12,748
S2	12,653	12,653	12,779
S3	12,536	12,609	12,768
S4	12,419	12,492	12,736

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,880	13,645	12,801
R3	13,460	13,225	12,686
R2	13,040	13,040	12,647
R1	12,805	12,805	12,609	12,713
PP	12,620	12,620	12,620	12,574
S1	12,385	12,385	12,532	12,293
S2	12,200	12,200	12,493
S3	11,780	11,965	12,455
S4	11,360	11,545	12,339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,813	12,435	378	3.0%	135	1.1%	97%	True	False	130,452
10	12,931	12,435	496	3.9%	157	1.2%	74%	False	False	136,969
20	13,251	12,435	816	6.4%	172	1.3%	45%	False	False	122,110
40	13,599	12,435	1,164	9.1%	156	1.2%	31%	False	False	123,421
60	13,599	12,435	1,164	9.1%	144	1.1%	31%	False	False	99,797
80	13,599	12,435	1,164	9.1%	133	1.0%	31%	False	False	74,860
100	13,599	12,351	1,248	9.8%	131	1.0%	36%	False	False	59,892
120	13,599	11,976	1,623	12.7%	121	0.9%	51%	False	False	49,910

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	50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,310
2.618	13,119
1.618	13,002
1.000	12,930
0.618	12,885
HIGH	12,813
0.618	12,768
0.500	12,755
0.382	12,741
LOW	12,696
0.618	12,624
1.000	12,579
1.618	12,507
2.618	12,390
4.250	12,199

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	12,785	12,764
PP	12,770	12,729
S1	12,755	12,693

Download as Excel Spreadsheet

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

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