mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 22-Jun-2011

Day Change Summary
	Previous	Current
	21-Jun-2011	22-Jun-2011	Change	Change %	Previous Week
Open	11,998	11,971	-27	-0.2%	11,750
High	12,077	12,068	-9	-0.1%	11,975
Low	11,933	11,954	21	0.2%	11,691
Close	12,018	11,953	-65	-0.5%	11,865
Range	144	114	-30	-20.8%	284
ATR
Volume	177	81	-96	-54.2%	594

Daily Pivots for day following 22-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,334	12,257	12,016
R3	12,220	12,143	11,984
R2	12,106	12,106	11,974
R1	12,029	12,029	11,964	12,011
PP	11,992	11,992	11,992	11,982
S1	11,915	11,915	11,943	11,897
S2	11,878	11,878	11,932
S3	11,764	11,801	11,922
S4	11,650	11,687	11,890

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%	137	1.1%	68%	False	False	194
10	12,077	11,691	386	3.2%	87	0.7%	68%	False	False	108

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,553
2.618	12,367
1.618	12,253
1.000	12,182
0.618	12,139
HIGH	12,068
0.618	12,025
0.500	12,011
0.382	11,998
LOW	11,954
0.618	11,884
1.000	11,840
1.618	11,770
2.618	11,656
4.250	11,470

Fisher Pivots for day following 22-Jun-2011
Pivot	1 day	3 day
R1	12,011	11,945
PP	11,992	11,937
S1	11,972	11,929

Download as Excel Spreadsheet

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

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