mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary Previous Current 16-Nov-2011 17-Nov-2011 Change Change % Previous Week Open 11,972 11,745 -227 -1.9% 11,871 High 12,000 11,803 -197 -1.6% 12,066 Low 11,775 11,592 -183 -1.6% 11,617 Close 11,775 11,669 -106 -0.9% 12,043 Range 225 211 -14 -6.2% 449 ATR 234 232 -2 -0.7% 0 Volume 16 51 35 218.8% 127
Daily Pivots for day following 17-Nov-2011 Classic Woodie Camarilla DeMark R4 12,321 12,206 11,785 R3 12,110 11,995 11,727 R2 11,899 11,899 11,708 R1 11,784 11,784 11,688 11,736 PP 11,688 11,688 11,688 11,664 S1 11,573 11,573 11,650 11,525 S2 11,477 11,477 11,630 S3 11,266 11,362 11,611 S4 11,055 11,151 11,553	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 11,592 527 4.5% 222 1.9% 15% False True 31 10 12,119 11,592 527 4.5% 221 1.9% 15% False True 30 20 12,150 11,390 760 6.5% 205 1.8% 37% False False 25 40 12,150 10,288 1,862 16.0% 226 1.9% 74% False False 30 60 12,150 10,288 1,862 16.0% 197 1.7% 74% False False 25
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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 49 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 12,700 2.618 12,356 1.618 12,145 1.000 12,014 0.618 11,934 HIGH 11,803 0.618 11,723 0.500 11,698 0.382 11,673 LOW 11,592 0.618 11,462 1.000 11,381 1.618 11,251 2.618 11,040 4.250 10,695
Fisher Pivots for day following 17-Nov-2011 Pivot 1 day 3 day R1 11,698 11,821 PP 11,688 11,770 S1 11,679 11,720

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