mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	12,029	11,978	-51	-0.4%	11,924
High	12,032	12,058	26	0.2%	12,150
Low	11,803	11,854	51	0.4%	11,803
Close	11,976	11,881	-95	-0.8%	11,881
Range	229	204	-25	-10.9%	347
ATR	154	158	4	2.3%	0
Volume	181,429	97,989	-83,440	-46.0%	594,098

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,543	12,416	11,993
R3	12,339	12,212	11,937
R2	12,135	12,135	11,919
R1	12,008	12,008	11,900	11,970
PP	11,931	11,931	11,931	11,912
S1	11,804	11,804	11,862	11,766
S2	11,727	11,727	11,844
S3	11,523	11,600	11,825
S4	11,319	11,396	11,769

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,986	12,780	12,072
R3	12,639	12,433	11,977
R2	12,292	12,292	11,945
R1	12,086	12,086	11,913	12,016
PP	11,945	11,945	11,945	11,909
S1	11,739	11,739	11,849	11,669
S2	11,598	11,598	11,818
S3	11,251	11,392	11,786
S4	10,904	11,045	11,690

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%	177	1.5%	22%	False	False	118,819
10	12,150	11,767	383	3.2%	167	1.4%	30%	False	False	132,897
20	12,522	11,767	755	6.4%	157	1.3%	15%	False	False	73,654
40	12,803	11,767	1,036	8.7%	151	1.3%	11%	False	False	36,893
60	12,803	11,767	1,036	8.7%	140	1.2%	11%	False	False	24,623

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	37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,925
2.618	12,592
1.618	12,388
1.000	12,262
0.618	12,184
HIGH	12,058
0.618	11,980
0.500	11,956
0.382	11,932
LOW	11,854
0.618	11,728
1.000	11,650
1.618	11,524
2.618	11,320
4.250	10,987

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	11,956	11,971
PP	11,931	11,941
S1	11,906	11,911

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

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