mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	12,761	12,498	-263	-2.1%	12,778
High	12,791	12,606	-185	-1.4%	12,829
Low	12,492	12,496	4	0.0%	12,492
Close	12,502	12,568	66	0.5%	12,568
Range	299	110	-189	-63.2%	337
ATR	186	180	-5	-2.9%	0
Volume	172,172	118,558	-53,614	-31.1%	702,630

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,887	12,837	12,629
R3	12,777	12,727	12,598
R2	12,667	12,667	12,588
R1	12,617	12,617	12,578	12,642
PP	12,557	12,557	12,557	12,569
S1	12,507	12,507	12,558	12,532
S2	12,447	12,447	12,548
S3	12,337	12,397	12,538
S4	12,227	12,287	12,508

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,641	13,441	12,753
R3	13,304	13,104	12,661
R2	12,967	12,967	12,630
R1	12,767	12,767	12,599	12,699
PP	12,630	12,630	12,630	12,595
S1	12,430	12,430	12,537	12,362
S2	12,293	12,293	12,506
S3	11,956	12,093	12,475
S4	11,619	11,756	12,383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,829	12,492	337	2.7%	180	1.4%	23%	False	False	140,526
10	12,829	12,288	541	4.3%	204	1.6%	52%	False	False	149,839
20	12,829	11,884	945	7.5%	192	1.5%	72%	False	False	82,276
40	13,213	11,884	1,329	10.6%	158	1.3%	51%	False	False	41,208
60	13,213	11,884	1,329	10.6%	130	1.0%	51%	False	False	27,474
80	13,213	11,884	1,329	10.6%	118	0.9%	51%	False	False	20,611
100	13,213	11,884	1,329	10.6%	100	0.8%	51%	False	False	16,489

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	13,074
2.618	12,894
1.618	12,784
1.000	12,716
0.618	12,674
HIGH	12,606
0.618	12,564
0.500	12,551
0.382	12,538
LOW	12,496
0.618	12,428
1.000	12,386
1.618	12,318
2.618	12,208
4.250	12,029

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	12,562	12,650
PP	12,557	12,623
S1	12,551	12,595

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

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