mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	12,360	12,333	-27	-0.2%	12,352
High	12,373	12,408	35	0.3%	12,415
Low	12,219	12,272	53	0.4%	12,219
Close	12,331	12,309	-22	-0.2%	12,309
Range	154	136	-18	-11.7%	196
ATR	193	189	-4	-2.1%	0
Volume	94,645	83,794	-10,851	-11.5%	331,876

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,738	12,659	12,384
R3	12,602	12,523	12,347
R2	12,466	12,466	12,334
R1	12,387	12,387	12,322	12,359
PP	12,330	12,330	12,330	12,315
S1	12,251	12,251	12,297	12,223
S2	12,194	12,194	12,284
S3	12,058	12,115	12,272
S4	11,922	11,979	12,234

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,902	12,802	12,417
R3	12,706	12,606	12,363
R2	12,510	12,510	12,345
R1	12,410	12,410	12,327	12,362
PP	12,314	12,314	12,314	12,291
S1	12,214	12,214	12,291	12,166
S2	12,118	12,118	12,273
S3	11,922	12,018	12,255
S4	11,726	11,822	12,201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,415	12,134	281	2.3%	119	1.0%	62%	False	False	73,749
10	12,415	11,994	421	3.4%	126	1.0%	75%	False	False	60,179
20	12,415	11,661	754	6.1%	188	1.5%	86%	False	False	84,949
40	12,415	11,077	1,338	10.9%	204	1.7%	92%	False	False	42,833
60	12,415	11,077	1,338	10.9%	201	1.6%	92%	False	False	28,563
80	12,415	10,288	2,127	17.3%	219	1.8%	95%	False	False	21,432
100	12,415	10,288	2,127	17.3%	183	1.5%	95%	False	False	17,146

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	True
Bear Hook	False
Bull Hook	False
Stretch	28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,986
2.618	12,764
1.618	12,628
1.000	12,544
0.618	12,492
HIGH	12,408
0.618	12,356
0.500	12,340
0.382	12,324
LOW	12,272
0.618	12,188
1.000	12,136
1.618	12,052
2.618	11,916
4.250	11,694

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	12,340	12,314
PP	12,330	12,312
S1	12,319	12,311

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These figures are updated between 7pm and 10pm EST after a trading day.

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