mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	12,012	11,841	-171	-1.4%	12,059
High	12,013	11,921	-92	-0.8%	12,108
Low	11,791	11,767	-24	-0.2%	11,854
Close	11,831	11,899	68	0.6%	11,873
Range	222	154	-68	-30.6%	254
ATR	148	149	0	0.3%	0
Volume	188,290	167,367	-20,923	-11.1%	142,378

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,324	12,266	11,984
R3	12,170	12,112	11,941
R2	12,016	12,016	11,927
R1	11,958	11,958	11,913	11,987
PP	11,862	11,862	11,862	11,877
S1	11,804	11,804	11,885	11,833
S2	11,708	11,708	11,871
S3	11,554	11,650	11,857
S4	11,400	11,496	11,814

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	12,058	11,767	291	2.4%	169	1.4%	45%	False	True	139,552
10	12,180	11,767	413	3.5%	144	1.2%	32%	False	True	74,575
20	12,543	11,767	776	6.5%	144	1.2%	17%	False	True	37,415
40	12,803	11,767	1,036	8.7%	144	1.2%	13%	False	True	18,759
60	12,803	11,767	1,036	8.7%	133	1.1%	13%	False	True	12,531

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,576
2.618	12,324
1.618	12,170
1.000	12,075
0.618	12,016
HIGH	11,921
0.618	11,862
0.500	11,844
0.382	11,826
LOW	11,767
0.618	11,672
1.000	11,613
1.618	11,518
2.618	11,364
4.250	11,113

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	11,881	11,909
PP	11,862	11,905
S1	11,844	11,902

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

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