mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	12,422	12,568	146	1.2%	12,448
High	12,575	12,591	16	0.1%	12,474
Low	12,420	12,263	-157	-1.3%	12,227
Close	12,558	12,274	-284	-2.3%	12,428
Range	155	328	173	111.6%	247
ATR	144	157	13	9.1%	0
Volume	78,552	147,274	68,722	87.5%	536,214

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,360	13,145	12,455
R3	13,032	12,817	12,364
R2	12,704	12,704	12,334
R1	12,489	12,489	12,304	12,433
PP	12,376	12,376	12,376	12,348
S1	12,161	12,161	12,244	12,105
S2	12,048	12,048	12,214
S3	11,720	11,833	12,184
S4	11,392	11,505	12,094

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,117	13,020	12,564
R3	12,870	12,773	12,496
R2	12,623	12,623	12,473
R1	12,526	12,526	12,451	12,451
PP	12,376	12,376	12,376	12,339
S1	12,279	12,279	12,405	12,204
S2	12,129	12,129	12,383
S3	11,882	12,032	12,360
S4	11,635	11,785	12,292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,591	12,227	364	3.0%	179	1.5%	13%	True	False	108,928
10	12,615	12,227	388	3.2%	151	1.2%	12%	False	False	107,287
20	12,777	12,227	550	4.5%	163	1.3%	9%	False	False	119,152
40	12,873	12,036	837	6.8%	147	1.2%	28%	False	False	107,552
60	12,873	11,451	1,422	11.6%	152	1.2%	58%	False	False	105,135
80	12,873	11,451	1,422	11.6%	148	1.2%	58%	False	False	78,902
100	12,873	11,451	1,422	11.6%	139	1.1%	58%	False	False	63,129
120	12,873	11,200	1,673	13.6%	124	1.0%	64%	False	False	52,610

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	13,985
2.618	13,450
1.618	13,122
1.000	12,919
0.618	12,794
HIGH	12,591
0.618	12,466
0.500	12,427
0.382	12,388
LOW	12,263
0.618	12,060
1.000	11,935
1.618	11,732
2.618	11,404
4.250	10,869

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	12,427	12,427
PP	12,376	12,376
S1	12,325	12,325

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

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