mini-sized Dow ($5) Future March 2011

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	11,518	11,547	29	0.3%	11,499
High	11,558	11,651	93	0.8%	11,564
Low	11,467	11,543	76	0.7%	11,453
Close	11,513	11,585	72	0.6%	11,513
Range	91	108	17	18.7%	111
ATR	94	97	3	3.3%	0
Volume	30,888	74,573	43,685	141.4%	166,008

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,917	11,859	11,645
R3	11,809	11,751	11,615
R2	11,701	11,701	11,605
R1	11,643	11,643	11,595	11,672
PP	11,593	11,593	11,593	11,608
S1	11,535	11,535	11,575	11,564
S2	11,485	11,485	11,565
S3	11,377	11,427	11,555
S4	11,269	11,319	11,526

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,843	11,789	11,574
R3	11,732	11,678	11,544
R2	11,621	11,621	11,533
R1	11,567	11,567	11,523	11,594
PP	11,510	11,510	11,510	11,524
S1	11,456	11,456	11,503	11,483
S2	11,399	11,399	11,493
S3	11,288	11,345	11,483
S4	11,177	11,234	11,452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,651	11,467	184	1.6%	77	0.7%	64%	True	False	41,377
10	11,651	11,378	273	2.4%	71	0.6%	76%	True	False	44,162
20	11,651	11,216	435	3.8%	82	0.7%	85%	True	False	52,673
40	11,651	10,855	796	6.9%	111	1.0%	92%	True	False	26,383
60	11,651	10,754	897	7.7%	119	1.0%	93%	True	False	17,609
80	11,651	10,273	1,378	11.9%	118	1.0%	95%	True	False	13,219
100	11,651	9,790	1,861	16.1%	104	0.9%	96%	True	False	10,576
120	11,651	9,790	1,861	16.1%	89	0.8%	96%	True	False	8,814

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	12,110
2.618	11,934
1.618	11,826
1.000	11,759
0.618	11,718
HIGH	11,651
0.618	11,610
0.500	11,597
0.382	11,584
LOW	11,543
0.618	11,476
1.000	11,435
1.618	11,368
2.618	11,260
4.250	11,084

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	11,597	11,576
PP	11,593	11,568
S1	11,589	11,559

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

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