mini-sized Dow ($5) Future December 2012

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	12,757	12,816	59	0.5%	12,579
High	12,813	12,982	169	1.3%	12,982
Low	12,696	12,801	105	0.8%	12,573
Close	12,800	12,961	161	1.3%	12,961
Range	117	181	64	54.7%	409
ATR	162	163	1	0.9%	0
Volume	82,562	61,917	-20,645	-25.0%	393,473

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,458	13,390	13,061
R3	13,277	13,209	13,011
R2	13,096	13,096	12,994
R1	13,028	13,028	12,978	13,062
PP	12,915	12,915	12,915	12,932
S1	12,847	12,847	12,945	12,881
S2	12,734	12,734	12,928
S3	12,553	12,666	12,911
S4	12,372	12,485	12,862

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,066	13,922	13,186
R3	13,657	13,513	13,074
R2	13,248	13,248	13,036
R1	13,104	13,104	12,999	13,176
PP	12,839	12,839	12,839	12,875
S1	12,695	12,695	12,924	12,767
S2	12,430	12,430	12,886
S3	12,021	12,286	12,849
S4	11,612	11,877	12,736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,982	12,435	547	4.2%	148	1.1%	96%	True	False	112,250
10	12,982	12,435	547	4.2%	158	1.2%	96%	True	False	126,357
20	13,251	12,435	816	6.3%	174	1.3%	64%	False	False	118,959
40	13,599	12,435	1,164	9.0%	158	1.2%	45%	False	False	121,885
60	13,599	12,435	1,164	9.0%	146	1.1%	45%	False	False	100,828
80	13,599	12,435	1,164	9.0%	135	1.0%	45%	False	False	75,634
100	13,599	12,351	1,248	9.6%	132	1.0%	49%	False	False	60,511
120	13,599	12,235	1,364	10.5%	122	0.9%	53%	False	False	50,426

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	46
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,751
2.618	13,456
1.618	13,275
1.000	13,163
0.618	13,094
HIGH	12,982
0.618	12,913
0.500	12,892
0.382	12,870
LOW	12,801
0.618	12,689
1.000	12,620
1.618	12,508
2.618	12,327
4.250	12,032

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	12,938	12,915
PP	12,915	12,870
S1	12,892	12,824

Download as Excel Spreadsheet

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

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