mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	12,092	12,029	-63	-0.5%	11,883
High	12,139	12,032	-107	-0.9%	12,050
Low	12,021	11,803	-218	-1.8%	11,767
Close	12,023	11,976	-47	-0.4%	11,938
Range	118	229	111	94.1%	283
ATR	149	154	6	3.9%	0
Volume	102,304	181,429	79,125	77.3%	734,872

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,624	12,529	12,102
R3	12,395	12,300	12,039
R2	12,166	12,166	12,018
R1	12,071	12,071	11,997	12,004
PP	11,937	11,937	11,937	11,904
S1	11,842	11,842	11,955	11,775
S2	11,708	11,708	11,934
S3	11,479	11,613	11,913
S4	11,250	11,384	11,850

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	11,803	347	2.9%	165	1.4%	50%	False	True	125,556
10	12,150	11,767	383	3.2%	167	1.4%	55%	False	False	132,554
20	12,522	11,767	755	6.3%	152	1.3%	28%	False	False	68,766
40	12,803	11,767	1,036	8.7%	149	1.2%	20%	False	False	34,445
60	12,803	11,767	1,036	8.7%	138	1.2%	20%	False	False	22,991

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	31
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	13,005
2.618	12,632
1.618	12,403
1.000	12,261
0.618	12,174
HIGH	12,032
0.618	11,945
0.500	11,918
0.382	11,891
LOW	11,803
0.618	11,662
1.000	11,574
1.618	11,433
2.618	11,204
4.250	10,830

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	11,957	11,977
PP	11,937	11,976
S1	11,918	11,976

Download as Excel Spreadsheet

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

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