mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	12,003	12,011	8	0.1%	12,378
High	12,090	12,022	-68	-0.6%	12,522
Low	11,981	11,940	-41	-0.3%	12,016
Close	12,004	11,962	-42	-0.3%	12,056
Range	109	82	-27	-24.8%	506
ATR	142	137	-4	-3.0%	0
Volume	819	7,415	6,596	805.4%	1,509

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,221	12,173	12,007
R3	12,139	12,091	11,985
R2	12,057	12,057	11,977
R1	12,009	12,009	11,970	11,992
PP	11,975	11,975	11,975	11,966
S1	11,927	11,927	11,955	11,910
S2	11,893	11,893	11,947
S3	11,811	11,845	11,940
S4	11,729	11,763	11,917

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	12,239	11,940	299	2.5%	110	0.9%	7%	False	True	1,826
10	12,522	11,940	582	4.9%	141	1.2%	4%	False	True	1,078
20	12,667	11,940	727	6.1%	144	1.2%	3%	False	True	608
40	12,803	11,940	863	7.2%	142	1.2%	3%	False	True	347

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,371
2.618	12,237
1.618	12,155
1.000	12,104
0.618	12,073
HIGH	12,022
0.618	11,991
0.500	11,981
0.382	11,971
LOW	11,940
0.618	11,889
1.000	11,858
1.618	11,807
2.618	11,725
4.250	11,592

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	11,981	12,015
PP	11,975	11,997
S1	11,968	11,980

Download as Excel Spreadsheet

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

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