mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	12,275	12,464	189	1.5%	11,804
High	12,461	12,480	19	0.2%	12,461
Low	12,262	12,412	150	1.2%	11,755
Close	12,443	12,465	22	0.2%	12,443
Range	199	68	-131	-65.8%	706
ATR	132	127	-5	-3.5%	0
Volume	166	66	-100	-60.2%	420

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,656	12,629	12,503
R3	12,588	12,561	12,484
R2	12,520	12,520	12,478
R1	12,493	12,493	12,471	12,507
PP	12,452	12,452	12,452	12,459
S1	12,425	12,425	12,459	12,439
S2	12,384	12,384	12,453
S3	12,316	12,357	12,446
S4	12,248	12,289	12,428

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	14,338	14,096	12,831
R3	13,632	13,390	12,637
R2	12,926	12,926	12,573
R1	12,684	12,684	12,508	12,805
PP	12,220	12,220	12,220	12,280
S1	11,978	11,978	12,378	12,099
S2	11,514	11,514	12,314
S3	10,808	11,272	12,249
S4	10,102	10,566	12,055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,480	11,895	585	4.7%	137	1.1%	97%	True	False	82
10	12,480	11,755	725	5.8%	149	1.2%	98%	True	False	88
20	12,480	11,691	789	6.3%	112	0.9%	98%	True	False	85

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	28
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	12,769
2.618	12,658
1.618	12,590
1.000	12,548
0.618	12,522
HIGH	12,480
0.618	12,454
0.500	12,446
0.382	12,438
LOW	12,412
0.618	12,370
1.000	12,344
1.618	12,302
2.618	12,234
4.250	12,123

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	12,459	12,413
PP	12,452	12,360
S1	12,446	12,308

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

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