mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 21-Jun-2011

Day Change Summary
	Previous	Current
	20-Jun-2011	21-Jun-2011	Change	Change %	Previous Week
Open	11,831	11,998	167	1.4%	11,750
High	11,958	12,077	119	1.0%	11,975
Low	11,780	11,933	153	1.3%	11,691
Close	11,944	12,018	74	0.6%	11,865
Range	178	144	-34	-19.1%	284
ATR
Volume	142	177	35	24.6%	594

Daily Pivots for day following 21-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,441	12,374	12,097
R3	12,297	12,230	12,058
R2	12,153	12,153	12,045
R1	12,086	12,086	12,031	12,120
PP	12,009	12,009	12,009	12,026
S1	11,942	11,942	12,005	11,976
S2	11,865	11,865	11,992
S3	11,721	11,798	11,979
S4	11,577	11,654	11,939

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	12,077	11,691	386	3.2%	141	1.2%	85%	True	False	178
10	12,077	11,691	386	3.2%	80	0.7%	85%	True	False	100

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	16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,689
2.618	12,454
1.618	12,310
1.000	12,221
0.618	12,166
HIGH	12,077
0.618	12,022
0.500	12,005
0.382	11,988
LOW	11,933
0.618	11,844
1.000	11,789
1.618	11,700
2.618	11,556
4.250	11,321

Fisher Pivots for day following 21-Jun-2011
Pivot	1 day	3 day
R1	12,014	11,988
PP	12,009	11,958
S1	12,005	11,929

Download as Excel Spreadsheet

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

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