mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	12,104	12,064	-40	-0.3%	12,466
High	12,132	12,134	2	0.0%	12,598
Low	11,985	12,034	49	0.4%	12,095
Close	12,063	12,126	63	0.5%	12,103
Range	147	100	-47	-32.0%	503
ATR	178	172	-6	-3.1%	0
Volume	150,519	135,764	-14,755	-9.8%	808,229

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,398	12,362	12,181
R3	12,298	12,262	12,154
R2	12,198	12,198	12,144
R1	12,162	12,162	12,135	12,180
PP	12,098	12,098	12,098	12,107
S1	12,062	12,062	12,117	12,080
S2	11,998	11,998	12,108
S3	11,898	11,962	12,099
S4	11,798	11,862	12,071

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	12,588	11,985	603	5.0%	183	1.5%	23%	False	False	185,308
10	12,598	11,985	613	5.1%	174	1.4%	23%	False	False	175,085
20	12,975	11,985	990	8.2%	178	1.5%	14%	False	False	172,670
40	13,284	11,985	1,299	10.7%	172	1.4%	11%	False	False	147,528
60	13,284	11,985	1,299	10.7%	156	1.3%	11%	False	False	132,721
80	13,284	11,985	1,299	10.7%	144	1.2%	11%	False	False	101,317
100	13,284	11,985	1,299	10.7%	131	1.1%	11%	False	False	81,056
120	13,284	11,639	1,645	13.6%	123	1.0%	30%	False	False	67,548

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	12,559
2.618	12,396
1.618	12,296
1.000	12,234
0.618	12,196
HIGH	12,134
0.618	12,096
0.500	12,084
0.382	12,072
LOW	12,034
0.618	11,972
1.000	11,934
1.618	11,872
2.618	11,772
4.250	11,609

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	12,112	12,183
PP	12,098	12,164
S1	12,084	12,145

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

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