mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	12,298	12,024	-274	-2.2%	12,423
High	12,318	12,055	-263	-2.1%	12,515
Low	12,024	11,884	-140	-1.2%	12,024
Close	12,030	11,988	-42	-0.3%	12,030
Range	294	171	-123	-41.8%	491
ATR	155	156	1	0.8%	0
Volume	610	2,413	1,803	295.6%	1,161

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,489	12,409	12,082
R3	12,318	12,238	12,035
R2	12,147	12,147	12,019
R1	12,067	12,067	12,004	12,022
PP	11,976	11,976	11,976	11,953
S1	11,896	11,896	11,972	11,851
S2	11,805	11,805	11,957
S3	11,634	11,725	11,941
S4	11,463	11,554	11,894

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,663	13,337	12,300
R3	13,172	12,846	12,165
R2	12,681	12,681	12,120
R1	12,355	12,355	12,075	12,273
PP	12,190	12,190	12,190	12,148
S1	11,864	11,864	11,985	11,782
S2	11,699	11,699	11,940
S3	11,208	11,373	11,895
S4	10,717	10,882	11,760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,515	11,884	631	5.3%	182	1.5%	16%	False	True	714
10	12,515	11,884	631	5.3%	167	1.4%	16%	False	True	480
20	12,890	11,884	1,006	8.4%	155	1.3%	10%	False	True	321
40	13,213	11,884	1,329	11.1%	119	1.0%	8%	False	True	165
60	13,213	11,884	1,329	11.1%	104	0.9%	8%	False	True	117
80	13,213	11,884	1,329	11.1%	89	0.7%	8%	False	True	88
100	13,213	11,884	1,329	11.1%	72	0.6%	8%	False	True	71

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	35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,782
2.618	12,503
1.618	12,332
1.000	12,226
0.618	12,161
HIGH	12,055
0.618	11,990
0.500	11,970
0.382	11,949
LOW	11,884
0.618	11,778
1.000	11,713
1.618	11,607
2.618	11,436
4.250	11,157

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	11,982	12,143
PP	11,976	12,091
S1	11,970	12,040

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

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