mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	12,475	12,661	186	1.5%	12,104
High	12,581	12,752	171	1.4%	12,581
Low	12,384	12,381	-3	0.0%	11,985
Close	12,575	12,382	-193	-1.5%	12,575
Range	197	371	174	88.3%	596
ATR	180	194	14	7.6%	0
Volume	59,482	50,688	-8,794	-14.8%	662,825

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,618	13,371	12,586
R3	13,247	13,000	12,484
R2	12,876	12,876	12,450
R1	12,629	12,629	12,416	12,567
PP	12,505	12,505	12,505	12,474
S1	12,258	12,258	12,348	12,196
S2	12,134	12,134	12,314
S3	11,763	11,887	12,280
S4	11,392	11,516	12,178

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,168	13,968	12,903
R3	13,572	13,372	12,739
R2	12,976	12,976	12,684
R1	12,776	12,776	12,630	12,876
PP	12,380	12,380	12,380	12,431
S1	12,180	12,180	12,520	12,280
S2	11,784	11,784	12,466
S3	11,188	11,584	12,411
S4	10,592	10,988	12,247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,752	12,034	718	5.8%	224	1.8%	48%	True	False	112,598
10	12,752	11,985	767	6.2%	209	1.7%	52%	True	False	152,174
20	12,798	11,985	813	6.6%	193	1.6%	49%	False	False	160,899
40	13,284	11,985	1,299	10.5%	178	1.4%	31%	False	False	144,923
60	13,284	11,985	1,299	10.5%	165	1.3%	31%	False	False	131,909
80	13,284	11,985	1,299	10.5%	150	1.2%	31%	False	False	106,655
100	13,284	11,985	1,299	10.5%	136	1.1%	31%	False	False	85,327
120	13,284	11,695	1,589	12.8%	129	1.0%	43%	False	False	71,108

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	14,329
2.618	13,723
1.618	13,352
1.000	13,123
0.618	12,981
HIGH	12,752
0.618	12,610
0.500	12,567
0.382	12,523
LOW	12,381
0.618	12,152
1.000	12,010
1.618	11,781
2.618	11,410
4.250	10,804

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	12,567	12,567
PP	12,505	12,505
S1	12,444	12,444

Download as Excel Spreadsheet

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

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