mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 22-Jun-2011

Day Change Summary
	Previous	Current
	21-Jun-2011	22-Jun-2011	Change	Change %	Previous Week
Open	12,008	12,092	84	0.7%	11,883
High	12,150	12,139	-11	-0.1%	12,050
Low	12,000	12,021	21	0.2%	11,767
Close	12,088	12,023	-65	-0.5%	11,938
Range	150	118	-32	-21.3%	283
ATR	151	149	-2	-1.6%	0
Volume	113,211	102,304	-10,907	-9.6%	734,872

Daily Pivots for day following 22-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,415	12,337	12,088
R3	12,297	12,219	12,056
R2	12,179	12,179	12,045
R1	12,101	12,101	12,034	12,081
PP	12,061	12,061	12,061	12,051
S1	11,983	11,983	12,012	11,963
S2	11,943	11,943	12,001
S3	11,825	11,865	11,991
S4	11,707	11,747	11,958

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	12,150	11,767	383	3.2%	150	1.2%	67%	False	False	122,743
10	12,150	11,767	383	3.2%	160	1.3%	67%	False	False	118,327
20	12,522	11,767	755	6.3%	151	1.3%	34%	False	False	59,702
40	12,803	11,767	1,036	8.6%	146	1.2%	25%	False	False	29,910
60	12,803	11,767	1,036	8.6%	136	1.1%	25%	False	False	19,969

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	12,641
2.618	12,448
1.618	12,330
1.000	12,257
0.618	12,212
HIGH	12,139
0.618	12,094
0.500	12,080
0.382	12,066
LOW	12,021
0.618	11,948
1.000	11,903
1.618	11,830
2.618	11,712
4.250	11,520

Fisher Pivots for day following 22-Jun-2011
Pivot	1 day	3 day
R1	12,080	12,016
PP	12,061	12,008
S1	12,042	12,001

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

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