mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	12,084	11,907	-177	-1.5%	12,133
High	12,084	11,989	-95	-0.8%	12,174
Low	11,860	11,836	-24	-0.2%	11,922
Close	11,901	11,967	66	0.6%	11,941
Range	224	153	-71	-31.7%	252
ATR	153	153	0	0.0%	0
Volume	34,294	23,965	-10,329	-30.1%	498,458

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,390	12,331	12,051
R3	12,237	12,178	12,009
R2	12,084	12,084	11,995
R1	12,025	12,025	11,981	12,055
PP	11,931	11,931	11,931	11,945
S1	11,872	11,872	11,953	11,902
S2	11,778	11,778	11,939
S3	11,625	11,719	11,925
S4	11,472	11,566	11,883

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,768	12,607	12,080
R3	12,516	12,355	12,010
R2	12,264	12,264	11,987
R1	12,103	12,103	11,964	12,058
PP	12,012	12,012	12,012	11,990
S1	11,851	11,851	11,918	11,806
S2	11,760	11,760	11,895
S3	11,508	11,599	11,872
S4	11,256	11,347	11,803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,127	11,836	291	2.4%	170	1.4%	45%	False	True	39,759
10	12,248	11,836	412	3.4%	146	1.2%	32%	False	True	75,251
20	12,615	11,836	779	6.5%	149	1.2%	17%	False	True	93,604
40	12,873	11,836	1,037	8.7%	150	1.3%	13%	False	True	101,799
60	12,873	11,836	1,037	8.7%	140	1.2%	13%	False	True	99,197
80	12,873	11,451	1,422	11.9%	155	1.3%	36%	False	False	89,981
100	12,873	11,451	1,422	11.9%	144	1.2%	36%	False	False	71,997
120	12,873	11,397	1,476	12.3%	133	1.1%	39%	False	False	60,001

Crabel Price Patterns
NR	True
NR4	False
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	24
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,639
2.618	12,390
1.618	12,237
1.000	12,142
0.618	12,084
HIGH	11,989
0.618	11,931
0.500	11,913
0.382	11,895
LOW	11,836
0.618	11,742
1.000	11,683
1.618	11,589
2.618	11,436
4.250	11,186

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	11,949	11,978
PP	11,931	11,974
S1	11,913	11,971

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

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