mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 14-Jun-2011

Day Change Summary
	Previous	Current
	13-Jun-2011	14-Jun-2011	Change	Change %	Previous Week
Open	11,883	11,893	10	0.1%	12,059
High	11,942	12,050	108	0.9%	12,108
Low	11,848	11,878	30	0.3%	11,854
Close	11,885	12,018	133	1.1%	11,873
Range	94	172	78	83.0%	254
ATR	140	142	2	1.6%	0
Volume	120,331	127,213	6,882	5.7%	142,378

Daily Pivots for day following 14-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,498	12,430	12,113
R3	12,326	12,258	12,065
R2	12,154	12,154	12,050
R1	12,086	12,086	12,034	12,120
PP	11,982	11,982	11,982	11,999
S1	11,914	11,914	12,002	11,948
S2	11,810	11,810	11,987
S3	11,638	11,742	11,971
S4	11,466	11,570	11,924

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,707	12,544	12,013
R3	12,453	12,290	11,943
R2	12,199	12,199	11,920
R1	12,036	12,036	11,896	11,991
PP	11,945	11,945	11,945	11,922
S1	11,782	11,782	11,850	11,737
S2	11,691	11,691	11,827
S3	11,437	11,528	11,803
S4	11,183	11,274	11,733

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,108	11,848	260	2.2%	143	1.2%	65%	False	False	77,735
10	12,522	11,848	674	5.6%	151	1.3%	25%	False	False	39,066
20	12,543	11,848	695	5.8%	141	1.2%	24%	False	False	19,658
40	12,803	11,848	955	7.9%	145	1.2%	18%	False	False	9,872
60	12,803	11,740	1,063	8.8%	131	1.1%	26%	False	False	6,604

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,781
2.618	12,500
1.618	12,328
1.000	12,222
0.618	12,156
HIGH	12,050
0.618	11,984
0.500	11,964
0.382	11,944
LOW	11,878
0.618	11,772
1.000	11,706
1.618	11,600
2.618	11,428
4.250	11,147

Fisher Pivots for day following 14-Jun-2011
Pivot	1 day	3 day
R1	12,000	11,996
PP	11,982	11,975
S1	11,964	11,953

Download as Excel Spreadsheet

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

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