mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary Previous Current 25-Oct-2011 26-Oct-2011 Change Change % Previous Week Open 11,700 11,621 -79 -0.7% 11,461 High 11,781 11,739 -42 -0.4% 11,667 Low 11,589 11,588 -1 0.0% 11,169 Close 11,591 11,731 140 1.2% 11,683 Range 192 151 -41 -21.4% 498 ATR 226 221 -5 -2.4% 0 Volume 29 33 4 13.8% 60
Daily Pivots for day following 26-Oct-2011 Classic Woodie Camarilla DeMark R4 12,139 12,086 11,814 R3 11,988 11,935 11,773 R2 11,837 11,837 11,759 R1 11,784 11,784 11,745 11,811 PP 11,686 11,686 11,686 11,699 S1 11,633 11,633 11,717 11,660 S2 11,535 11,535 11,703 S3 11,384 11,482 11,690 S4 11,233 11,331 11,648	Weekly Pivots for week ending 21-Oct-2011 Classic Woodie Camarilla DeMark R4 13,000 12,840 11,957 R3 12,502 12,342 11,820 R2 12,004 12,004 11,774 R1 11,844 11,844 11,729 11,924 PP 11,506 11,506 11,506 11,547 S1 11,346 11,346 11,637 11,426 S2 11,008 11,008 11,592 S3 10,510 10,848 11,546 S4 10,012 10,350 11,409
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 11,787 11,283 504 4.3% 181 1.5% 89% False False 23 10 11,787 11,169 618 5.3% 198 1.7% 91% False False 15 20 11,787 10,288 1,499 12.8% 219 1.9% 96% False False 29 40 11,787 10,288 1,499 12.8% 212 1.8% 96% False False 26 60 11,787 10,288 1,499 12.8% 143 1.2% 96% False False 18
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 41 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 12,381 2.618 12,134 1.618 11,983 1.000 11,890 0.618 11,832 HIGH 11,739 0.618 11,681 0.500 11,664 0.382 11,646 LOW 11,588 0.618 11,495 1.000 11,437 1.618 11,344 2.618 11,193 4.250 10,946
Fisher Pivots for day following 26-Oct-2011 Pivot 1 day 3 day R1 11,709 11,717 PP 11,686 11,702 S1 11,664 11,688

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