mini-sized Dow ($5) Future December 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	11,920	11,831	-89	-0.7%	11,750
High	11,931	11,958	27	0.2%	11,975
Low	11,829	11,780	-49	-0.4%	11,691
Close	11,865	11,944	79	0.7%	11,865
Range	102	178	76	74.5%	284
ATR
Volume	6	142	136	2,266.7%	594

Daily Pivots for day following 20-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,428	12,364	12,042
R3	12,250	12,186	11,993
R2	12,072	12,072	11,977
R1	12,008	12,008	11,960	12,040
PP	11,894	11,894	11,894	11,910
S1	11,830	11,830	11,928	11,862
S2	11,716	11,716	11,911
S3	11,538	11,652	11,895
S4	11,360	11,474	11,846

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,696	12,564	12,021
R3	12,412	12,280	11,943
R2	12,128	12,128	11,917
R1	11,996	11,996	11,891	12,062
PP	11,844	11,844	11,844	11,877
S1	11,712	11,712	11,839	11,778
S2	11,560	11,560	11,813
S3	11,276	11,428	11,787
S4	10,992	11,144	11,709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,975	11,691	284	2.4%	112	0.9%	89%	False	False	146
10	12,027	11,691	336	2.8%	74	0.6%	75%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	12,715
2.618	12,424
1.618	12,246
1.000	12,136
0.618	12,068
HIGH	11,958
0.618	11,890
0.500	11,869
0.382	11,848
LOW	11,780
0.618	11,670
1.000	11,602
1.618	11,492
2.618	11,314
4.250	11,024

Fisher Pivots for day following 20-Jun-2011
Pivot	1 day	3 day
R1	11,919	11,904
PP	11,894	11,864
S1	11,869	11,825

Download as Excel Spreadsheet

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

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