mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	11,893	12,012	119	1.0%	12,059
High	12,050	12,013	-37	-0.3%	12,108
Low	11,878	11,791	-87	-0.7%	11,854
Close	12,018	11,831	-187	-1.6%	11,873
Range	172	222	50	29.1%	254
ATR	142	148	6	4.3%	0
Volume	127,213	188,290	61,077	48.0%	142,378

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,544	12,410	11,953
R3	12,322	12,188	11,892
R2	12,100	12,100	11,872
R1	11,966	11,966	11,851	11,922
PP	11,878	11,878	11,878	11,857
S1	11,744	11,744	11,811	11,700
S2	11,656	11,656	11,790
S3	11,434	11,522	11,770
S4	11,212	11,300	11,709

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	11,791	317	2.7%	171	1.4%	13%	False	True	113,910
10	12,239	11,791	448	3.8%	140	1.2%	9%	False	True	57,868
20	12,543	11,791	752	6.4%	142	1.2%	5%	False	True	29,058
40	12,803	11,791	1,012	8.6%	144	1.2%	4%	False	True	14,577
60	12,803	11,791	1,012	8.6%	132	1.1%	4%	False	True	9,743

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	12,957
2.618	12,594
1.618	12,372
1.000	12,235
0.618	12,150
HIGH	12,013
0.618	11,928
0.500	11,902
0.382	11,876
LOW	11,791
0.618	11,654
1.000	11,569
1.618	11,432
2.618	11,210
4.250	10,848

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	11,902	11,921
PP	11,878	11,891
S1	11,855	11,861

Download as Excel Spreadsheet

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

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