mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary Previous Current 15-Nov-2011 16-Nov-2011 Change Change % Previous Week Open 11,980 11,972 -8 -0.1% 11,871 High 12,049 12,000 -49 -0.4% 12,066 Low 11,865 11,775 -90 -0.8% 11,617 Close 11,971 11,775 -196 -1.6% 12,043 Range 184 225 41 22.3% 449 ATR 235 234 -1 -0.3% 0 Volume 46 16 -30 -65.2% 127
Daily Pivots for day following 16-Nov-2011 Classic Woodie Camarilla DeMark R4 12,525 12,375 11,899 R3 12,300 12,150 11,837 R2 12,075 12,075 11,816 R1 11,925 11,925 11,796 11,888 PP 11,850 11,850 11,850 11,831 S1 11,700 11,700 11,755 11,663 S2 11,625 11,625 11,734 S3 11,400 11,475 11,713 S4 11,175 11,250 11,651	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 12,119 11,617 502 4.3% 225 1.9% 31% False False 31 10 12,119 11,552 567 4.8% 238 2.0% 39% False False 26 20 12,150 11,283 867 7.4% 202 1.7% 57% False False 25 40 12,150 10,288 1,862 15.8% 233 2.0% 80% False False 29 60 12,150 10,288 1,862 15.8% 194 1.6% 80% False False 24
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 3 trading days	Fibonacci Retracements and Extensions 4.250 12,956 2.618 12,589 1.618 12,364 1.000 12,225 0.618 12,139 HIGH 12,000 0.618 11,914 0.500 11,888 0.382 11,861 LOW 11,775 0.618 11,636 1.000 11,550 1.618 11,411 2.618 11,186 4.250 10,819
Fisher Pivots for day following 16-Nov-2011 Pivot 1 day 3 day R1 11,888 11,947 PP 11,850 11,890 S1 11,813 11,832

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