mini-sized Dow ($5) Future June 2011

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Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary Previous Current 01-Mar-2011 02-Mar-2011 Change Change % Previous Week Open 12,151 11,961 -190 -1.6% 12,295 High 12,226 12,041 -185 -1.5% 12,304 Low 11,958 11,914 -44 -0.4% 11,904 Close 11,958 11,983 25 0.2% 12,047 Range 268 127 -141 -52.6% 400 ATR 123 124 0 0.2% 0 Volume 189 264 75 39.7% 472
Daily Pivots for day following 02-Mar-2011 Classic Woodie Camarilla DeMark R4 12,360 12,299 12,053 R3 12,233 12,172 12,018 R2 12,106 12,106 12,006 R1 12,045 12,045 11,995 12,076 PP 11,979 11,979 11,979 11,995 S1 11,918 11,918 11,971 11,949 S2 11,852 11,852 11,960 S3 11,725 11,791 11,948 S4 11,598 11,664 11,913	Weekly Pivots for week ending 25-Feb-2011 Classic Woodie Camarilla DeMark R4 13,285 13,066 12,267 R3 12,885 12,666 12,157 R2 12,485 12,485 12,120 R1 12,266 12,266 12,084 12,176 PP 12,085 12,085 12,085 12,040 S1 11,866 11,866 12,010 11,776 S2 11,685 11,685 11,974 S3 11,285 11,466 11,937 S4 10,885 11,066 11,827
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,226 11,904 322 2.7% 163 1.4% 25% False False 344 10 12,311 11,904 407 3.4% 147 1.2% 19% False False 231 20 12,311 11,872 439 3.7% 114 0.9% 25% False False 141 40 12,311 11,466 845 7.1% 109 0.9% 61% False False 85
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 24 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 12,581 2.618 12,374 1.618 12,247 1.000 12,168 0.618 12,120 HIGH 12,041 0.618 11,993 0.500 11,978 0.382 11,963 LOW 11,914 0.618 11,836 1.000 11,787 1.618 11,709 2.618 11,582 4.250 11,374
Fisher Pivots for day following 02-Mar-2011 Pivot 1 day 3 day R1 11,981 12,070 PP 11,979 12,041 S1 11,978 12,012

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