mini-sized Dow ($5) Future March 2013

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

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	12,925	12,846	-79	-0.6%	12,950
High	12,925	12,897	-28	-0.2%	12,950
Low	12,850	12,846	-4	0.0%	12,827
Close	12,896	12,897	1	0.0%	12,925
Range	75	51	-24	-32.0%	123
ATR	64	63	-1	-1.4%	0
Volume	2	1	-1	-50.0%	10

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,033	13,016	12,925
R3	12,982	12,965	12,911
R2	12,931	12,931	12,906
R1	12,914	12,914	12,902	12,923
PP	12,880	12,880	12,880	12,884
S1	12,863	12,863	12,892	12,872
S2	12,829	12,829	12,888
S3	12,778	12,812	12,883
S4	12,727	12,761	12,869

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,270	13,220	12,993
R3	13,147	13,097	12,959
R2	13,024	13,024	12,948
R1	12,974	12,974	12,936	12,938
PP	12,901	12,901	12,901	12,882
S1	12,851	12,851	12,914	12,815
S2	12,778	12,778	12,903
S3	12,655	12,728	12,891
S4	12,532	12,605	12,857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,929	12,827	102	0.8%	25	0.2%	69%	False	False	1
10	13,001	12,827	174	1.3%	22	0.2%	40%	False	False	1
20	13,100	12,827	273	2.1%	12	0.1%	26%	False	False	1
40	13,100	12,310	790	6.1%	7	0.1%	74%	False	False	1

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

Fibonacci Retracements and Extensions
4.250	13,114
2.618	13,031
1.618	12,980
1.000	12,948
0.618	12,929
HIGH	12,897
0.618	12,878
0.500	12,872
0.382	12,866
LOW	12,846
0.618	12,815
1.000	12,795
1.618	12,764
2.618	12,713
4.250	12,629

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	12,889	12,893
PP	12,880	12,889
S1	12,872	12,886

Download as Excel Spreadsheet

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

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