mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	11,978	11,882	-96	-0.8%	11,924
High	12,058	12,031	-27	-0.2%	12,150
Low	11,854	11,818	-36	-0.3%	11,803
Close	11,881	11,990	109	0.9%	11,881
Range	204	213	9	4.4%	347
ATR	158	162	4	2.5%	0
Volume	97,989	104,596	6,607	6.7%	594,098

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,585	12,501	12,107
R3	12,372	12,288	12,049
R2	12,159	12,159	12,029
R1	12,075	12,075	12,010	12,117
PP	11,946	11,946	11,946	11,968
S1	11,862	11,862	11,971	11,904
S2	11,733	11,733	11,951
S3	11,520	11,649	11,932
S4	11,307	11,436	11,873

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%	183	1.5%	54%	False	False	119,905
10	12,150	11,767	383	3.2%	179	1.5%	58%	False	False	131,323
20	12,522	11,767	755	6.3%	163	1.4%	30%	False	False	78,872
40	12,803	11,767	1,036	8.6%	154	1.3%	22%	False	False	39,503
60	12,803	11,767	1,036	8.6%	143	1.2%	22%	False	False	26,364

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,936
2.618	12,589
1.618	12,376
1.000	12,244
0.618	12,163
HIGH	12,031
0.618	11,950
0.500	11,925
0.382	11,899
LOW	11,818
0.618	11,686
1.000	11,605
1.618	11,473
2.618	11,260
4.250	10,913

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	11,968	11,970
PP	11,946	11,950
S1	11,925	11,931

Download as Excel Spreadsheet

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

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