mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary Previous Current 03-Nov-2011 04-Nov-2011 Change Change % Previous Week Open 11,552 11,860 308 2.7% 12,040 High 11,934 11,909 -25 -0.2% 12,040 Low 11,552 11,725 173 1.5% 11,498 Close 11,905 11,871 -34 -0.3% 11,871 Range 382 184 -198 -51.8% 542 ATR 238 234 -4 -1.6% 0 Volume 5 56 51 1,020.0% 118
Daily Pivots for day following 04-Nov-2011 Classic Woodie Camarilla DeMark R4 12,387 12,313 11,972 R3 12,203 12,129 11,922 R2 12,019 12,019 11,905 R1 11,945 11,945 11,888 11,982 PP 11,835 11,835 11,835 11,854 S1 11,761 11,761 11,854 11,798 S2 11,651 11,651 11,837 S3 11,467 11,577 11,821 S4 11,283 11,393 11,770	Weekly Pivots for week ending 04-Nov-2011 Classic Woodie Camarilla DeMark R4 13,429 13,192 12,169 R3 12,887 12,650 12,020 R2 12,345 12,345 11,970 R1 12,108 12,108 11,921 11,956 PP 11,803 11,803 11,803 11,727 S1 11,566 11,566 11,821 11,414 S2 11,261 11,261 11,772 S3 10,719 11,024 11,722 S4 10,177 10,482 11,573
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,040 11,498 542 4.6% 201 1.7% 69% False False 23 10 12,150 11,498 652 5.5% 181 1.5% 57% False False 25 20 12,150 11,086 1,064 9.0% 190 1.6% 74% False False 24 40 12,150 10,288 1,862 15.7% 233 2.0% 85% False False 31 60 12,150 10,288 1,862 15.7% 163 1.4% 85% False False 21
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 40 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 12,691 2.618 12,391 1.618 12,207 1.000 12,093 0.618 12,023 HIGH 11,909 0.618 11,839 0.500 11,817 0.382 11,795 LOW 11,725 0.618 11,611 1.000 11,541 1.618 11,427 2.618 11,243 4.250 10,943
Fisher Pivots for day following 04-Nov-2011 Pivot 1 day 3 day R1 11,853 11,828 PP 11,835 11,786 S1 11,817 11,743

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