mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	11,927	11,949	22	0.2%	11,831
High	11,927	11,980	53	0.4%	12,077
Low	11,757	11,785	28	0.2%	11,757
Close	11,908	11,812	-96	-0.8%	11,812
Range	170	195	25	14.7%	320
ATR	113	118	6	5.2%	0
Volume	76	69	-7	-9.2%	545

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,444	12,323	11,919
R3	12,249	12,128	11,866
R2	12,054	12,054	11,848
R1	11,933	11,933	11,830	11,896
PP	11,859	11,859	11,859	11,841
S1	11,738	11,738	11,794	11,701
S2	11,664	11,664	11,776
S3	11,469	11,543	11,759
S4	11,274	11,348	11,705

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,842	12,647	11,988
R3	12,522	12,327	11,900
R2	12,202	12,202	11,871
R1	12,007	12,007	11,841	11,945
PP	11,882	11,882	11,882	11,851
S1	11,687	11,687	11,783	11,625
S2	11,562	11,562	11,753
S3	11,242	11,367	11,724
S4	10,922	11,047	11,636

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,077	11,757	320	2.7%	160	1.4%	17%	False	False	109
10	12,077	11,691	386	3.3%	118	1.0%	31%	False	False	113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	12,809
2.618	12,491
1.618	12,296
1.000	12,175
0.618	12,101
HIGH	11,980
0.618	11,906
0.500	11,883
0.382	11,860
LOW	11,785
0.618	11,665
1.000	11,590
1.618	11,470
2.618	11,275
4.250	10,956

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	11,883	11,913
PP	11,859	11,879
S1	11,836	11,846

Download as Excel Spreadsheet

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

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