mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	12,480	12,464	-16	-0.1%	12,752
High	12,486	12,543	57	0.5%	12,798
Low	12,286	12,389	103	0.8%	12,318
Close	12,466	12,536	70	0.6%	12,335
Range	200	154	-46	-23.0%	480
ATR	168	167	-1	-0.6%	0
Volume	190,766	174,744	-16,022	-8.4%	908,648

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,951	12,898	12,621
R3	12,797	12,744	12,578
R2	12,643	12,643	12,564
R1	12,590	12,590	12,550	12,617
PP	12,489	12,489	12,489	12,503
S1	12,436	12,436	12,522	12,463
S2	12,335	12,335	12,508
S3	12,181	12,282	12,494
S4	12,027	12,128	12,451

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,924	13,609	12,599
R3	13,444	13,129	12,467
R2	12,964	12,964	12,423
R1	12,649	12,649	12,379	12,567
PP	12,484	12,484	12,484	12,442
S1	12,169	12,169	12,291	12,087
S2	12,004	12,004	12,247
S3	11,524	11,689	12,203
S4	11,044	11,209	12,071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,553	12,286	267	2.1%	167	1.3%	94%	False	False	167,355
10	12,883	12,286	597	4.8%	175	1.4%	42%	False	False	169,129
20	13,284	12,286	998	8.0%	168	1.3%	25%	False	False	149,536
40	13,284	12,286	998	8.0%	162	1.3%	25%	False	False	134,380
60	13,284	12,286	998	8.0%	148	1.2%	25%	False	False	114,578
80	13,284	12,286	998	8.0%	134	1.1%	25%	False	False	85,943
100	13,284	12,170	1,114	8.9%	124	1.0%	33%	False	False	68,757
120	13,284	11,639	1,645	13.1%	119	1.0%	55%	False	False	57,299

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	55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,198
2.618	12,946
1.618	12,792
1.000	12,697
0.618	12,638
HIGH	12,543
0.618	12,484
0.500	12,466
0.382	12,448
LOW	12,389
0.618	12,294
1.000	12,235
1.618	12,140
2.618	11,986
4.250	11,735

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	12,513	12,497
PP	12,489	12,458
S1	12,466	12,420

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

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