mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 23-Dec-2010

Day Change Summary
	Previous	Current
	22-Dec-2010	23-Dec-2010	Change	Change %	Previous Week
Open	11,468	11,493	25	0.2%	11,356
High	11,507	11,523	16	0.1%	11,460
Low	11,458	11,479	21	0.2%	11,316
Close	11,495	11,522	27	0.2%	11,430
Range	49	44	-5	-10.2%	144
ATR	110	105	-5	-4.3%	0
Volume	39,840	33,695	-6,145	-15.4%	476,758

Daily Pivots for day following 23-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,640	11,625	11,546
R3	11,596	11,581	11,534
R2	11,552	11,552	11,530
R1	11,537	11,537	11,526	11,545
PP	11,508	11,508	11,508	11,512
S1	11,493	11,493	11,518	11,501
S2	11,464	11,464	11,514
S3	11,420	11,449	11,510
S4	11,376	11,405	11,498

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,834	11,776	11,509
R3	11,690	11,632	11,470
R2	11,546	11,546	11,457
R1	11,488	11,488	11,443	11,517
PP	11,402	11,402	11,402	11,417
S1	11,344	11,344	11,417	11,373
S2	11,258	11,258	11,404
S3	11,114	11,200	11,391
S4	10,970	11,056	11,351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,523	11,378	145	1.3%	66	0.6%	99%	True	False	52,490
10	11,523	11,288	235	2.0%	79	0.7%	100%	True	False	73,899
20	11,523	10,855	668	5.8%	110	0.9%	100%	True	False	40,689
40	11,523	10,855	668	5.8%	120	1.0%	100%	True	False	20,379
60	11,523	10,575	948	8.2%	125	1.1%	100%	True	False	13,605
80	11,523	9,990	1,533	13.3%	116	1.0%	100%	True	False	10,212
100	11,523	9,790	1,733	15.0%	101	0.9%	100%	True	False	8,170
120	11,523	9,550	1,973	17.1%	85	0.7%	100%	True	False	6,810

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	21
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	11,710
2.618	11,638
1.618	11,594
1.000	11,567
0.618	11,550
HIGH	11,523
0.618	11,506
0.500	11,501
0.382	11,496
LOW	11,479
0.618	11,452
1.000	11,435
1.618	11,408
2.618	11,364
4.250	11,292

Fisher Pivots for day following 23-Dec-2010
Pivot	1 day	3 day
R1	11,515	11,502
PP	11,508	11,482
S1	11,501	11,463

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

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