mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 20-Jun-2011

Day Change Summary
	Previous	Current
	17-Jun-2011	20-Jun-2011	Change	Change %	Previous Week
Open	11,895	11,924	29	0.2%	11,883
High	12,006	12,032	26	0.2%	12,050
Low	11,858	11,851	-7	-0.1%	11,767
Close	11,938	12,013	75	0.6%	11,938
Range	148	181	33	22.3%	283
ATR	149	151	2	1.6%	0
Volume	131,671	99,165	-32,506	-24.7%	734,872

Daily Pivots for day following 20-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,508	12,442	12,113
R3	12,327	12,261	12,063
R2	12,146	12,146	12,046
R1	12,080	12,080	12,030	12,113
PP	11,965	11,965	11,965	11,982
S1	11,899	11,899	11,997	11,932
S2	11,784	11,784	11,980
S3	11,603	11,718	11,963
S4	11,422	11,537	11,914

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,767	12,636	12,094
R3	12,484	12,353	12,016
R2	12,201	12,201	11,990
R1	12,070	12,070	11,964	12,136
PP	11,918	11,918	11,918	11,951
S1	11,787	11,787	11,912	11,853
S2	11,635	11,635	11,886
S3	11,352	11,504	11,860
S4	11,069	11,221	11,782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,050	11,767	283	2.4%	176	1.5%	87%	False	False	142,741
10	12,108	11,767	341	2.8%	153	1.3%	72%	False	False	97,599
20	12,522	11,767	755	6.3%	149	1.2%	33%	False	False	48,949
40	12,803	11,767	1,036	8.6%	145	1.2%	24%	False	False	24,525
60	12,803	11,767	1,036	8.6%	135	1.1%	24%	False	False	16,378

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,801
2.618	12,506
1.618	12,325
1.000	12,213
0.618	12,144
HIGH	12,032
0.618	11,963
0.500	11,942
0.382	11,920
LOW	11,851
0.618	11,739
1.000	11,670
1.618	11,558
2.618	11,377
4.250	11,082

Fisher Pivots for day following 20-Jun-2011
Pivot	1 day	3 day
R1	11,989	11,975
PP	11,965	11,937
S1	11,942	11,900

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

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