mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	12,059	12,003	-56	-0.5%	12,378
High	12,067	12,090	23	0.2%	12,522
Low	11,991	11,981	-10	-0.1%	12,016
Close	12,019	12,004	-15	-0.1%	12,056
Range	76	109	33	43.4%	506
ATR	144	142	-3	-1.7%	0
Volume	425	819	394	92.7%	1,509

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,352	12,287	12,064
R3	12,243	12,178	12,034
R2	12,134	12,134	12,024
R1	12,069	12,069	12,014	12,102
PP	12,025	12,025	12,025	12,041
S1	11,960	11,960	11,994	11,993
S2	11,916	11,916	11,984
S3	11,807	11,851	11,974
S4	11,698	11,742	11,944

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,716	13,392	12,334
R3	13,210	12,886	12,195
R2	12,704	12,704	12,149
R1	12,380	12,380	12,103	12,289
PP	12,198	12,198	12,198	12,153
S1	11,874	11,874	12,010	11,783
S2	11,692	11,692	11,963
S3	11,186	11,368	11,917
S4	10,680	10,862	11,778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,522	11,981	541	4.5%	159	1.3%	4%	False	True	397
10	12,522	11,981	541	4.5%	142	1.2%	4%	False	True	366
20	12,667	11,981	686	5.7%	146	1.2%	3%	False	True	243
40	12,803	11,970	833	6.9%	142	1.2%	4%	False	False	165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,553
2.618	12,375
1.618	12,266
1.000	12,199
0.618	12,157
HIGH	12,090
0.618	12,048
0.500	12,036
0.382	12,023
LOW	11,981
0.618	11,914
1.000	11,872
1.618	11,805
2.618	11,696
4.250	11,518

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	12,036	12,081
PP	12,025	12,055
S1	12,015	12,030

Download as Excel Spreadsheet

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

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