mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	11,804	11,939	135	1.1%	11,831
High	11,940	12,056	116	1.0%	12,077
Low	11,755	11,895	140	1.2%	11,757
Close	11,919	12,072	153	1.3%	11,812
Range	185	161	-24	-13.0%	320
ATR	123	126	3	2.2%	0
Volume	72	30	-42	-58.3%	545

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,491	12,442	12,161
R3	12,330	12,281	12,116
R2	12,169	12,169	12,102
R1	12,120	12,120	12,087	12,145
PP	12,008	12,008	12,008	12,020
S1	11,959	11,959	12,057	11,984
S2	11,847	11,847	12,043
S3	11,686	11,798	12,028
S4	11,525	11,637	11,984

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	12,068	11,755	313	2.6%	165	1.4%	101%	False	False	65
10	12,077	11,691	386	3.2%	153	1.3%	99%	False	False	121

Crabel Price Patterns
NR	True
NR4	True
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	False
Bull Hook	False
Stretch	27
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,740
2.618	12,478
1.618	12,317
1.000	12,217
0.618	12,156
HIGH	12,056
0.618	11,995
0.500	11,976
0.382	11,957
LOW	11,895
0.618	11,796
1.000	11,734
1.618	11,635
2.618	11,474
4.250	11,211

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	12,040	12,017
PP	12,008	11,961
S1	11,976	11,906

Download as Excel Spreadsheet

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

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