mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	11,971	11,927	-44	-0.4%	11,750
High	12,068	11,927	-141	-1.2%	11,975
Low	11,954	11,757	-197	-1.6%	11,691
Close	11,953	11,908	-45	-0.4%	11,865
Range	114	170	56	49.1%	284
ATR	0	113	113		0
Volume	81	76	-5	-6.2%	594

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,374	12,311	12,002
R3	12,204	12,141	11,955
R2	12,034	12,034	11,939
R1	11,971	11,971	11,924	11,918
PP	11,864	11,864	11,864	11,837
S1	11,801	11,801	11,893	11,748
S2	11,694	11,694	11,877
S3	11,524	11,631	11,861
S4	11,354	11,461	11,815

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	11,757	320	2.7%	142	1.2%	47%	False	True	96
10	12,077	11,691	386	3.2%	99	0.8%	56%	False	False	107

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	15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,650
2.618	12,372
1.618	12,202
1.000	12,097
0.618	12,032
HIGH	11,927
0.618	11,862
0.500	11,842
0.382	11,822
LOW	11,757
0.618	11,652
1.000	11,587
1.618	11,482
2.618	11,312
4.250	11,035

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	11,886	11,917
PP	11,864	11,914
S1	11,842	11,911

Download as Excel Spreadsheet

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

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