mini-sized Dow ($5) Future June 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	15,194	15,225	31	0.2%	15,118
High	15,293	15,247	-46	-0.3%	15,298
Low	15,178	15,074	-104	-0.7%	14,835
Close	15,228	15,138	-90	-0.6%	15,208
Range	115	173	58	50.4%	463
ATR	173	173	0	0.0%	0
Volume	152,115	209,152	57,037	37.5%	1,179,000

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,672	15,578	15,233
R3	15,499	15,405	15,186
R2	15,326	15,326	15,170
R1	15,232	15,232	15,154	15,193
PP	15,153	15,153	15,153	15,133
S1	15,059	15,059	15,122	15,020
S2	14,980	14,980	15,106
S3	14,807	14,886	15,091
S4	14,634	14,713	15,043

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,503	16,318	15,463
R3	16,040	15,855	15,335
R2	15,577	15,577	15,293
R1	15,392	15,392	15,251	15,485
PP	15,114	15,114	15,114	15,160
S1	14,929	14,929	15,166	15,022
S2	14,651	14,651	15,123
S3	14,188	14,466	15,081
S4	13,725	14,003	14,953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,293	14,835	458	3.0%	202	1.3%	66%	False	False	216,727
10	15,390	14,835	555	3.7%	198	1.3%	55%	False	False	208,713
20	15,523	14,835	688	4.5%	178	1.2%	44%	False	False	185,807
40	15,523	14,394	1,129	7.5%	156	1.0%	66%	False	False	162,455
60	15,523	14,269	1,254	8.3%	152	1.0%	69%	False	False	159,216
80	15,523	13,681	1,842	12.2%	143	0.9%	79%	False	False	128,482
100	15,523	13,410	2,113	14.0%	129	0.9%	82%	False	False	102,812
120	15,523	12,700	2,823	18.6%	117	0.8%	86%	False	False	85,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,982
2.618	15,700
1.618	15,527
1.000	15,420
0.618	15,354
HIGH	15,247
0.618	15,181
0.500	15,161
0.382	15,140
LOW	15,074
0.618	14,967
1.000	14,901
1.618	14,794
2.618	14,621
4.250	14,339

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	15,161	15,145
PP	15,153	15,142
S1	15,146	15,140

Download as Excel Spreadsheet

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

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