mini-sized Dow ($5) Future December 2011

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Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary Previous Current 18-Nov-2011 21-Nov-2011 Change Change % Previous Week Open 11,741 11,721 -20 -0.2% 12,129 High 11,859 11,725 -134 -1.1% 12,203 Low 11,696 11,420 -276 -2.4% 11,643 Close 11,767 11,525 -242 -2.1% 11,767 Range 163 305 142 87.1% 560 ATR 264 270 6 2.3% 0 Volume 114,426 114,426 0 0.0% 670,167
Daily Pivots for day following 21-Nov-2011 Classic Woodie Camarilla DeMark R4 12,472 12,303 11,693 R3 12,167 11,998 11,609 R2 11,862 11,862 11,581 R1 11,693 11,693 11,553 11,625 PP 11,557 11,557 11,557 11,523 S1 11,388 11,388 11,497 11,320 S2 11,252 11,252 11,469 S3 10,947 11,083 11,441 S4 10,642 10,778 11,357	Weekly Pivots for week ending 18-Nov-2011 Classic Woodie Camarilla DeMark R4 13,551 13,219 12,075 R3 12,991 12,659 11,921 R2 12,431 12,431 11,870 R1 12,099 12,099 11,818 11,985 PP 11,871 11,871 11,871 11,814 S1 11,539 11,539 11,716 11,425 S2 11,311 11,311 11,664 S3 10,751 10,979 11,613 S4 10,191 10,419 11,459
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,129 11,420 709 6.2% 242 2.1% 15% False True 134,934 10 12,203 11,420 783 6.8% 266 2.3% 13% False True 133,361 20 12,228 11,420 808 7.0% 267 2.3% 13% False True 130,738 40 12,228 10,328 1,900 16.5% 272 2.4% 63% False False 134,977 60 12,228 10,328 1,900 16.5% 279 2.4% 63% False False 120,462 80 12,228 10,328 1,900 16.5% 304 2.6% 63% False False 90,409 100 12,675 10,328 2,347 20.4% 276 2.4% 51% False False 72,343
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 50 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 13,021 2.618 12,524 1.618 12,219 1.000 12,030 0.618 11,914 HIGH 11,725 0.618 11,609 0.500 11,573 0.382 11,537 LOW 11,420 0.618 11,232 1.000 11,115 1.618 10,927 2.618 10,622 4.250 10,124
Fisher Pivots for day following 21-Nov-2011 Pivot 1 day 3 day R1 11,573 11,676 PP 11,557 11,625 S1 11,541 11,575

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