mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	12,382	12,370	-12	-0.1%	12,466
High	12,479	12,380	-99	-0.8%	12,598
Low	12,307	12,095	-212	-1.7%	12,095
Close	12,383	12,103	-280	-2.3%	12,103
Range	172	285	113	65.7%	503
ATR	172	180	8	4.8%	0
Volume	199,425	248,257	48,832	24.5%	808,229

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,048	12,860	12,260
R3	12,763	12,575	12,182
R2	12,478	12,478	12,155
R1	12,290	12,290	12,129	12,242
PP	12,193	12,193	12,193	12,168
S1	12,005	12,005	12,077	11,957
S2	11,908	11,908	12,051
S3	11,623	11,720	12,025
S4	11,338	11,435	11,946

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,774	13,442	12,380
R3	13,271	12,939	12,241
R2	12,768	12,768	12,195
R1	12,436	12,436	12,149	12,351
PP	12,265	12,265	12,265	12,223
S1	11,933	11,933	12,057	11,848
S2	11,762	11,762	12,011
S3	11,259	11,430	11,965
S4	10,756	10,927	11,826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,598	12,095	503	4.2%	202	1.7%	2%	False	True	188,739
10	12,598	12,095	503	4.2%	184	1.5%	2%	False	True	178,047
20	13,168	12,095	1,073	8.9%	187	1.5%	1%	False	True	170,943
40	13,284	12,095	1,189	9.8%	171	1.4%	1%	False	True	144,597
60	13,284	12,095	1,189	9.8%	156	1.3%	1%	False	True	130,033
80	13,284	12,095	1,189	9.8%	142	1.2%	1%	False	True	97,739
100	13,284	12,095	1,189	9.8%	131	1.1%	1%	False	True	78,193
120	13,284	11,639	1,645	13.6%	122	1.0%	28%	False	False	65,162

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	39
Widest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	13,591
2.618	13,126
1.618	12,841
1.000	12,665
0.618	12,556
HIGH	12,380
0.618	12,271
0.500	12,238
0.382	12,204
LOW	12,095
0.618	11,919
1.000	11,810
1.618	11,634
2.618	11,349
4.250	10,884

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	12,238	12,342
PP	12,193	12,262
S1	12,148	12,183

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

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