mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	12,505	12,674	169	1.4%	12,661
High	12,687	12,733	46	0.4%	12,752
Low	12,460	12,661	201	1.6%	12,360
Close	12,676	12,729	53	0.4%	12,729
Range	227	72	-155	-68.3%	392
ATR	195	186	-9	-4.5%	0
Volume	19,738	1,606	-18,132	-91.9%	139,521

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,924	12,898	12,769
R3	12,852	12,826	12,749
R2	12,780	12,780	12,742
R1	12,754	12,754	12,736	12,767
PP	12,708	12,708	12,708	12,714
S1	12,682	12,682	12,723	12,695
S2	12,636	12,636	12,716
S3	12,564	12,610	12,709
S4	12,492	12,538	12,690

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,790	13,651	12,945
R3	13,398	13,259	12,837
R2	13,006	13,006	12,801
R1	12,867	12,867	12,765	12,937
PP	12,614	12,614	12,614	12,648
S1	12,475	12,475	12,693	12,545
S2	12,222	12,222	12,657
S3	11,830	12,083	12,621
S4	11,438	11,691	12,514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,752	12,360	392	3.1%	209	1.6%	94%	False	False	27,904
10	12,752	11,985	767	6.0%	194	1.5%	97%	False	False	80,234
20	12,752	11,985	767	6.0%	189	1.5%	97%	False	False	129,140
40	13,284	11,985	1,299	10.2%	176	1.4%	57%	False	False	133,048
60	13,284	11,985	1,299	10.2%	170	1.3%	57%	False	False	127,107
80	13,284	11,985	1,299	10.2%	155	1.2%	57%	False	False	107,764
100	13,284	11,985	1,299	10.2%	140	1.1%	57%	False	False	86,215
120	13,284	11,985	1,299	10.2%	130	1.0%	57%	False	False	71,848

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	13,039
2.618	12,922
1.618	12,850
1.000	12,805
0.618	12,778
HIGH	12,733
0.618	12,706
0.500	12,697
0.382	12,689
LOW	12,661
0.618	12,617
1.000	12,589
1.618	12,545
2.618	12,473
4.250	12,355

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	12,718	12,684
PP	12,708	12,638
S1	12,697	12,593

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

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