mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	12,073	12,150	77	0.6%	11,831
High	12,149	12,289	140	1.2%	12,077
Low	12,046	12,135	89	0.7%	11,757
Close	12,147	12,274	127	1.0%	11,812
Range	103	154	51	49.5%	320
ATR	124	126	2	1.7%	0
Volume	78	74	-4	-5.1%	545

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,695	12,638	12,359
R3	12,541	12,484	12,316
R2	12,387	12,387	12,302
R1	12,330	12,330	12,288	12,359
PP	12,233	12,233	12,233	12,247
S1	12,176	12,176	12,260	12,205
S2	12,079	12,079	12,246
S3	11,925	12,022	12,232
S4	11,771	11,868	12,189

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	12,289	11,755	534	4.4%	160	1.3%	97%	True	False	64
10	12,289	11,755	534	4.4%	151	1.2%	97%	True	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,944
2.618	12,692
1.618	12,538
1.000	12,443
0.618	12,384
HIGH	12,289
0.618	12,230
0.500	12,212
0.382	12,194
LOW	12,135
0.618	12,040
1.000	11,981
1.618	11,886
2.618	11,732
4.250	11,481

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	12,253	12,213
PP	12,233	12,153
S1	12,212	12,092

Download as Excel Spreadsheet

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

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