mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary Previous Current 10-Nov-2011 11-Nov-2011 Change Change % Previous Week Open 11,775 11,973 198 1.7% 11,871 High 11,841 12,066 225 1.9% 12,066 Low 11,617 11,771 154 1.3% 11,617 Close 11,785 12,043 258 2.2% 12,043 Range 224 295 71 31.7% 449 ATR 238 242 4 1.7% 0 Volume 50 33 -17 -34.0% 127
Daily Pivots for day following 11-Nov-2011 Classic Woodie Camarilla DeMark R4 12,845 12,739 12,205 R3 12,550 12,444 12,124 R2 12,255 12,255 12,097 R1 12,149 12,149 12,070 12,202 PP 11,960 11,960 11,960 11,987 S1 11,854 11,854 12,016 11,907 S2 11,665 11,665 11,989 S3 11,370 11,559 11,962 S4 11,075 11,264 11,881	Weekly Pivots for week ending 11-Nov-2011 Classic Woodie Camarilla DeMark R4 13,256 13,098 12,290 R3 12,807 12,649 12,167 R2 12,358 12,358 12,125 R1 12,200 12,200 12,084 12,279 PP 11,909 11,909 11,909 11,948 S1 11,751 11,751 12,002 11,830 S2 11,460 11,460 11,961 S3 11,011 11,302 11,920 S4 10,562 10,853 11,796
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,066 11,617 449 3.7% 242 2.0% 95% True False 25 10 12,066 11,498 568 4.7% 221 1.8% 96% True False 24 20 12,150 11,169 981 8.1% 210 1.7% 89% False False 22 40 12,150 10,288 1,862 15.5% 238 2.0% 94% False False 30 60 12,150 10,288 1,862 15.5% 184 1.5% 94% False False 23
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False 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 43 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 13,320 2.618 12,838 1.618 12,543 1.000 12,361 0.618 12,248 HIGH 12,066 0.618 11,953 0.500 11,919 0.382 11,884 LOW 11,771 0.618 11,589 1.000 11,476 1.618 11,294 2.618 10,999 4.250 10,517
Fisher Pivots for day following 11-Nov-2011 Pivot 1 day 3 day R1 12,002 11,976 PP 11,960 11,909 S1 11,919 11,842

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