mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	11,965	12,084	119	1.0%	12,133
High	12,119	12,084	-35	-0.3%	12,174
Low	11,947	11,860	-87	-0.7%	11,922
Close	12,087	11,901	-186	-1.5%	11,941
Range	172	224	52	30.2%	252
ATR	148	153	6	3.8%	0
Volume	36,634	34,294	-2,340	-6.4%	498,458

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,620	12,485	12,024
R3	12,396	12,261	11,963
R2	12,172	12,172	11,942
R1	12,037	12,037	11,922	11,993
PP	11,948	11,948	11,948	11,926
S1	11,813	11,813	11,881	11,769
S2	11,724	11,724	11,860
S3	11,500	11,589	11,840
S4	11,276	11,365	11,778

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	12,174	11,860	314	2.6%	171	1.4%	13%	False	True	53,794
10	12,313	11,860	453	3.8%	145	1.2%	9%	False	True	86,311
20	12,615	11,860	755	6.3%	148	1.2%	5%	False	True	96,799
40	12,873	11,860	1,013	8.5%	150	1.3%	4%	False	True	103,565
60	12,873	11,860	1,013	8.5%	139	1.2%	4%	False	True	100,159
80	12,873	11,451	1,422	11.9%	155	1.3%	32%	False	False	89,683
100	12,873	11,451	1,422	11.9%	143	1.2%	32%	False	False	71,758
120	12,873	11,397	1,476	12.4%	132	1.1%	34%	False	False	59,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	13,036
2.618	12,671
1.618	12,447
1.000	12,308
0.618	12,223
HIGH	12,084
0.618	11,999
0.500	11,972
0.382	11,946
LOW	11,860
0.618	11,722
1.000	11,636
1.618	11,498
2.618	11,274
4.250	10,908

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	11,972	11,990
PP	11,948	11,960
S1	11,925	11,931

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

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