mini-sized Dow ($5) Future December 2011

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Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary Previous Current 04-Nov-2011 07-Nov-2011 Change Change % Previous Week Open 11,981 11,958 -23 -0.2% 12,152 High 12,008 12,023 15 0.1% 12,160 Low 11,790 11,786 -4 0.0% 11,571 Close 11,941 12,007 66 0.6% 11,941 Range 218 237 19 8.7% 589 ATR 275 273 -3 -1.0% 0 Volume 114,787 108,110 -6,677 -5.8% 662,219
Daily Pivots for day following 07-Nov-2011 Classic Woodie Camarilla DeMark R4 12,650 12,565 12,137 R3 12,413 12,328 12,072 R2 12,176 12,176 12,051 R1 12,091 12,091 12,029 12,134 PP 11,939 11,939 11,939 11,960 S1 11,854 11,854 11,985 11,897 S2 11,702 11,702 11,964 S3 11,465 11,617 11,942 S4 11,228 11,380 11,877	Weekly Pivots for week ending 04-Nov-2011 Classic Woodie Camarilla DeMark R4 13,658 13,388 12,265 R3 13,069 12,799 12,103 R2 12,480 12,480 12,049 R1 12,210 12,210 11,995 12,051 PP 11,891 11,891 11,891 11,811 S1 11,621 11,621 11,887 11,462 S2 11,302 11,302 11,833 S3 10,713 11,032 11,779 S4 10,124 10,443 11,617
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,023 11,571 452 3.8% 284 2.4% 96% True False 133,121 10 12,228 11,571 657 5.5% 268 2.2% 66% False False 128,114 20 12,228 11,219 1,009 8.4% 253 2.1% 78% False False 125,123 40 12,228 10,328 1,900 15.8% 286 2.4% 88% False False 139,894 60 12,228 10,328 1,900 15.8% 282 2.3% 88% False False 98,279 80 12,675 10,328 2,347 19.5% 293 2.4% 72% False False 73,751 100 12,675 10,328 2,347 19.5% 264 2.2% 72% False False 59,015
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 46 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 13,030 2.618 12,644 1.618 12,407 1.000 12,260 0.618 12,170 HIGH 12,023 0.618 11,933 0.500 11,905 0.382 11,877 LOW 11,786 0.618 11,640 1.000 11,549 1.618 11,403 2.618 11,166 4.250 10,779
Fisher Pivots for day following 07-Nov-2011 Pivot 1 day 3 day R1 11,973 11,941 PP 11,939 11,874 S1 11,905 11,808

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