mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	12,150	12,275	125	1.0%	11,804
High	12,289	12,461	172	1.4%	12,461
Low	12,135	12,262	127	1.0%	11,755
Close	12,274	12,443	169	1.4%	12,443
Range	154	199	45	29.2%	706
ATR	126	132	5	4.1%	0
Volume	74	166	92	124.3%	420

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,986	12,913	12,553
R3	12,787	12,714	12,498
R2	12,588	12,588	12,480
R1	12,515	12,515	12,461	12,552
PP	12,389	12,389	12,389	12,407
S1	12,316	12,316	12,425	12,353
S2	12,190	12,190	12,407
S3	11,991	12,117	12,388
S4	11,792	11,918	12,334

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	14,338	14,096	12,831
R3	13,632	13,390	12,637
R2	12,926	12,926	12,573
R1	12,684	12,684	12,508	12,805
PP	12,220	12,220	12,220	12,280
S1	11,978	11,978	12,378	12,099
S2	11,514	11,514	12,314
S3	10,808	11,272	12,249
S4	10,102	10,566	12,055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,461	11,755	706	5.7%	161	1.3%	97%	True	False	84
10	12,461	11,755	706	5.7%	160	1.3%	97%	True	False	96

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	13,307
2.618	12,982
1.618	12,783
1.000	12,660
0.618	12,584
HIGH	12,461
0.618	12,385
0.500	12,362
0.382	12,338
LOW	12,262
0.618	12,139
1.000	12,063
1.618	11,940
2.618	11,741
4.250	11,416

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	12,416	12,380
PP	12,389	12,317
S1	12,362	12,254

Download as Excel Spreadsheet

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

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