mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	12,230	12,316	86	0.7%	12,453
High	12,350	12,352	2	0.0%	12,543
Low	12,157	12,232	75	0.6%	12,285
Close	12,282	12,339	57	0.5%	12,397
Range	193	120	-73	-37.8%	258
ATR	142	140	-2	-1.1%	0
Volume	157	234	77	49.0%	723

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,668	12,623	12,405
R3	12,548	12,503	12,372
R2	12,428	12,428	12,361
R1	12,383	12,383	12,350	12,406
PP	12,308	12,308	12,308	12,319
S1	12,263	12,263	12,328	12,286
S2	12,188	12,188	12,317
S3	12,068	12,143	12,306
S4	11,948	12,023	12,273

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,182	13,048	12,539
R3	12,924	12,790	12,468
R2	12,666	12,666	12,444
R1	12,532	12,532	12,421	12,470
PP	12,408	12,408	12,408	12,378
S1	12,274	12,274	12,373	12,212
S2	12,150	12,150	12,350
S3	11,892	12,016	12,326
S4	11,634	11,758	12,255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,531	12,157	374	3.0%	135	1.1%	49%	False	False	183
10	12,641	12,157	484	3.9%	142	1.1%	38%	False	False	162
20	12,803	12,157	646	5.2%	145	1.2%	28%	False	False	133
40	12,803	11,970	833	6.8%	132	1.1%	44%	False	False	107

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	38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,862
2.618	12,666
1.618	12,546
1.000	12,472
0.618	12,426
HIGH	12,352
0.618	12,306
0.500	12,292
0.382	12,278
LOW	12,232
0.618	12,158
1.000	12,112
1.618	12,038
2.618	11,918
4.250	11,722

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	12,323	12,311
PP	12,308	12,283
S1	12,292	12,255

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

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