mini-sized Dow ($5) Future December 2011

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Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary Previous Current 16-Nov-2011 17-Nov-2011 Change Change % Previous Week Open 12,041 11,849 -192 -1.6% 11,958 High 12,083 11,931 -152 -1.3% 12,144 Low 11,842 11,643 -199 -1.7% 11,661 Close 11,845 11,739 -106 -0.9% 12,112 Range 241 288 47 19.5% 483 ATR 270 272 1 0.5% 0 Volume 151,392 175,347 23,955 15.8% 657,134
Daily Pivots for day following 17-Nov-2011 Classic Woodie Camarilla DeMark R4 12,635 12,475 11,898 R3 12,347 12,187 11,818 R2 12,059 12,059 11,792 R1 11,899 11,899 11,766 11,835 PP 11,771 11,771 11,771 11,739 S1 11,611 11,611 11,713 11,547 S2 11,483 11,483 11,686 S3 11,195 11,323 11,660 S4 10,907 11,035 11,581	Weekly Pivots for week ending 11-Nov-2011 Classic Woodie Camarilla DeMark R4 13,421 13,250 12,378 R3 12,938 12,767 12,245 R2 12,455 12,455 12,201 R1 12,284 12,284 12,156 12,370 PP 11,972 11,972 11,972 12,015 S1 11,801 11,801 12,068 11,887 S2 11,489 11,489 12,024 S3 11,006 11,318 11,979 S4 10,523 10,835 11,846
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,203 11,643 560 4.8% 256 2.2% 17% False True 131,958 10 12,203 11,643 560 4.8% 264 2.2% 17% False True 132,766 20 12,228 11,457 771 6.6% 268 2.3% 37% False False 130,139 40 12,228 10,328 1,900 16.2% 278 2.4% 74% False False 137,232 60 12,228 10,328 1,900 16.2% 282 2.4% 74% False False 116,654 80 12,258 10,328 1,930 16.4% 303 2.6% 73% False False 87,551 100 12,675 10,328 2,347 20.0% 273 2.3% 60% False False 70,056
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 54 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 13,155 2.618 12,685 1.618 12,397 1.000 12,219 0.618 12,109 HIGH 11,931 0.618 11,821 0.500 11,787 0.382 11,753 LOW 11,643 0.618 11,465 1.000 11,355 1.618 11,177 2.618 10,889 4.250 10,419
Fisher Pivots for day following 17-Nov-2011 Pivot 1 day 3 day R1 11,787 11,886 PP 11,771 11,837 S1 11,755 11,788

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