mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	11,939	12,073	134	1.1%	11,831
High	12,056	12,149	93	0.8%	12,077
Low	11,895	12,046	151	1.3%	11,757
Close	12,072	12,147	75	0.6%	11,812
Range	161	103	-58	-36.0%	320
ATR	126	124	-2	-1.3%	0
Volume	30	78	48	160.0%	545

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,423	12,388	12,204
R3	12,320	12,285	12,175
R2	12,217	12,217	12,166
R1	12,182	12,182	12,157	12,200
PP	12,114	12,114	12,114	12,123
S1	12,079	12,079	12,138	12,097
S2	12,011	12,011	12,128
S3	11,908	11,976	12,119
S4	11,805	11,873	12,090

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	12,149	11,755	394	3.2%	163	1.3%	99%	True	False	65
10	12,149	11,691	458	3.8%	150	1.2%	100%	True	False	129

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	30
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	12,587
2.618	12,419
1.618	12,316
1.000	12,252
0.618	12,213
HIGH	12,149
0.618	12,110
0.500	12,098
0.382	12,085
LOW	12,046
0.618	11,982
1.000	11,943
1.618	11,879
2.618	11,776
4.250	11,608

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	12,131	12,082
PP	12,114	12,017
S1	12,098	11,952

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

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