mini-sized Dow ($5) Future December 2012

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	12,949	12,940	-9	-0.1%	12,579
High	12,951	12,971	20	0.2%	12,982
Low	12,870	12,845	-25	-0.2%	12,573
Close	12,936	12,862	-74	-0.6%	12,961
Range	81	126	45	55.6%	409
ATR	158	156	-2	-1.5%	0
Volume	90,154	125,648	35,494	39.4%	393,473

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,271	13,192	12,931
R3	13,145	13,066	12,897
R2	13,019	13,019	12,885
R1	12,940	12,940	12,874	12,917
PP	12,893	12,893	12,893	12,881
S1	12,814	12,814	12,851	12,791
S2	12,767	12,767	12,839
S3	12,641	12,688	12,827
S4	12,515	12,562	12,793

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	12,666	316	2.5%	123	1.0%	62%	False	False	96,635
10	12,982	12,435	547	4.3%	153	1.2%	78%	False	False	123,571
20	13,251	12,435	816	6.3%	172	1.3%	52%	False	False	122,543
40	13,599	12,435	1,164	9.0%	154	1.2%	37%	False	False	119,933
60	13,599	12,435	1,164	9.0%	144	1.1%	37%	False	False	104,415
80	13,599	12,435	1,164	9.0%	132	1.0%	37%	False	False	78,331
100	13,599	12,351	1,248	9.7%	133	1.0%	41%	False	False	62,668
120	13,599	12,235	1,364	10.6%	124	1.0%	46%	False	False	52,225

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,507
2.618	13,301
1.618	13,175
1.000	13,097
0.618	13,049
HIGH	12,971
0.618	12,923
0.500	12,908
0.382	12,893
LOW	12,845
0.618	12,767
1.000	12,719
1.618	12,641
2.618	12,515
4.250	12,310

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	12,908	12,892
PP	12,893	12,882
S1	12,877	12,872

Download as Excel Spreadsheet

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

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