mini-sized Dow ($5) Future December 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	11,949	11,804	-145	-1.2%	11,831
High	11,980	11,940	-40	-0.3%	12,077
Low	11,785	11,755	-30	-0.3%	11,757
Close	11,812	11,919	107	0.9%	11,812
Range	195	185	-10	-5.1%	320
ATR	118	123	5	4.0%	0
Volume	69	72	3	4.3%	545

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,426	12,358	12,021
R3	12,241	12,173	11,970
R2	12,056	12,056	11,953
R1	11,988	11,988	11,936	12,022
PP	11,871	11,871	11,871	11,889
S1	11,803	11,803	11,902	11,837
S2	11,686	11,686	11,885
S3	11,501	11,618	11,868
S4	11,316	11,433	11,817

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,842	12,647	11,988
R3	12,522	12,327	11,900
R2	12,202	12,202	11,871
R1	12,007	12,007	11,841	11,945
PP	11,882	11,882	11,882	11,851
S1	11,687	11,687	11,783	11,625
S2	11,562	11,562	11,753
S3	11,242	11,367	11,724
S4	10,922	11,047	11,636

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,077	11,755	322	2.7%	162	1.4%	51%	False	True	95
10	12,077	11,691	386	3.2%	137	1.1%	59%	False	False	120

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	23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,726
2.618	12,424
1.618	12,239
1.000	12,125
0.618	12,054
HIGH	11,940
0.618	11,869
0.500	11,848
0.382	11,826
LOW	11,755
0.618	11,641
1.000	11,570
1.618	11,456
2.618	11,271
4.250	10,969

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	11,895	11,902
PP	11,871	11,885
S1	11,848	11,868

Download as Excel Spreadsheet

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

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