mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	12,316	12,350	34	0.3%	12,365
High	12,352	12,402	50	0.4%	12,402
Low	12,232	12,314	82	0.7%	12,157
Close	12,339	12,359	20	0.2%	12,359
Range	120	88	-32	-26.7%	245
ATR	140	136	-4	-2.7%	0
Volume	234	229	-5	-2.1%	1,067

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,622	12,579	12,408
R3	12,534	12,491	12,383
R2	12,446	12,446	12,375
R1	12,403	12,403	12,367	12,425
PP	12,358	12,358	12,358	12,369
S1	12,315	12,315	12,351	12,337
S2	12,270	12,270	12,343
S3	12,182	12,227	12,335
S4	12,094	12,139	12,311

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,041	12,945	12,494
R3	12,796	12,700	12,427
R2	12,551	12,551	12,404
R1	12,455	12,455	12,382	12,381
PP	12,306	12,306	12,306	12,269
S1	12,210	12,210	12,337	12,136
S2	12,061	12,061	12,314
S3	11,816	11,965	12,292
S4	11,571	11,720	12,224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,402	12,157	245	2.0%	126	1.0%	82%	True	False	213
10	12,543	12,157	386	3.1%	130	1.1%	52%	False	False	179
20	12,803	12,157	646	5.2%	144	1.2%	31%	False	False	135
40	12,803	11,970	833	6.7%	132	1.1%	47%	False	False	109

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	37
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	12,776
2.618	12,633
1.618	12,545
1.000	12,490
0.618	12,457
HIGH	12,402
0.618	12,369
0.500	12,358
0.382	12,348
LOW	12,314
0.618	12,260
1.000	12,226
1.618	12,172
2.618	12,084
4.250	11,940

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	12,359	12,333
PP	12,358	12,306
S1	12,358	12,280

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

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