mini-sized Dow ($5) Future March 2013

Trading Metrics calculated at close of trading on 28-Dec-2012

Day Change Summary
	Previous	Current
	27-Dec-2012	28-Dec-2012	Change	Change %	Previous Week
Open	13,050	13,022	-28	-0.2%	13,133
High	13,079	13,052	-27	-0.2%	13,136
Low	12,894	12,766	-128	-1.0%	12,766
Close	13,003	12,777	-226	-1.7%	12,777
Range	185	286	101	54.6%	370
ATR	133	144	11	8.3%	0
Volume	126,509	94,521	-31,988	-25.3%	281,256

Daily Pivots for day following 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,723	13,536	12,934
R3	13,437	13,250	12,856
R2	13,151	13,151	12,830
R1	12,964	12,964	12,803	12,915
PP	12,865	12,865	12,865	12,840
S1	12,678	12,678	12,751	12,629
S2	12,579	12,579	12,725
S3	12,293	12,392	12,698
S4	12,007	12,106	12,620

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,003	13,760	12,981
R3	13,633	13,390	12,879
R2	13,263	13,263	12,845
R1	13,020	13,020	12,811	12,957
PP	12,893	12,893	12,893	12,861
S1	12,650	12,650	12,743	12,587
S2	12,523	12,523	12,709
S3	12,153	12,280	12,675
S4	11,783	11,910	12,574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,267	12,766	501	3.9%	190	1.5%	2%	False	True	84,081
10	13,318	12,766	552	4.3%	155	1.2%	2%	False	True	104,836
20	13,318	12,766	552	4.3%	135	1.1%	2%	False	True	55,575
40	13,318	12,380	938	7.3%	140	1.1%	42%	False	False	27,823
60	13,473	12,380	1,093	8.6%	117	0.9%	36%	False	False	18,551
80	13,486	12,380	1,106	8.7%	100	0.8%	36%	False	False	13,918
100	13,486	12,380	1,106	8.7%	83	0.6%	36%	False	False	11,135
120	13,486	12,310	1,176	9.2%	69	0.5%	40%	False	False	9,279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,268
2.618	13,801
1.618	13,515
1.000	13,338
0.618	13,229
HIGH	13,052
0.618	12,943
0.500	12,909
0.382	12,875
LOW	12,766
0.618	12,589
1.000	12,480
1.618	12,303
2.618	12,017
4.250	11,551

Fisher Pivots for day following 28-Dec-2012
Pivot	1 day	3 day
R1	12,909	12,939
PP	12,865	12,885
S1	12,821	12,831

Download as Excel Spreadsheet

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

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