mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	12,976	12,959	-17	-0.1%	12,993
High	13,015	13,009	-6	0.0%	13,024
Low	12,928	12,861	-67	-0.5%	12,859
Close	12,961	12,969	8	0.1%	12,961
Range	87	148	61	70.1%	165
ATR	130	132	1	1.0%	0
Volume	82,410	129,226	46,816	56.8%	422,025

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,390	13,328	13,051
R3	13,242	13,180	13,010
R2	13,094	13,094	12,996
R1	13,032	13,032	12,983	13,063
PP	12,946	12,946	12,946	12,962
S1	12,884	12,884	12,956	12,915
S2	12,798	12,798	12,942
S3	12,650	12,736	12,928
S4	12,502	12,588	12,888

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,443	13,367	13,052
R3	13,278	13,202	13,007
R2	13,113	13,113	12,991
R1	13,037	13,037	12,976	12,993
PP	12,948	12,948	12,948	12,926
S1	12,872	12,872	12,946	12,828
S2	12,783	12,783	12,931
S3	12,618	12,707	12,916
S4	12,453	12,542	12,870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,024	12,859	165	1.3%	113	0.9%	67%	False	False	110,250
10	13,024	12,700	324	2.5%	124	1.0%	83%	False	False	110,833
20	13,024	12,476	548	4.2%	128	1.0%	90%	False	False	100,167
40	13,024	12,078	946	7.3%	129	1.0%	94%	False	False	90,631
60	13,024	11,387	1,637	12.6%	160	1.2%	97%	False	False	81,941
80	13,024	11,077	1,947	15.0%	172	1.3%	97%	False	False	61,481
100	13,024	10,288	2,736	21.1%	177	1.4%	98%	False	False	49,189
120	13,024	10,288	2,736	21.1%	189	1.5%	98%	False	False	40,997

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	13,638
2.618	13,397
1.618	13,249
1.000	13,157
0.618	13,101
HIGH	13,009
0.618	12,953
0.500	12,935
0.382	12,918
LOW	12,861
0.618	12,770
1.000	12,713
1.618	12,622
2.618	12,474
4.250	12,232

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	12,958	12,958
PP	12,946	12,948
S1	12,935	12,937

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

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