mini-sized Dow ($5) Future June 2011

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Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary Previous Current 14-Mar-2011 15-Mar-2011 Change Change % Previous Week Open 11,984 11,925 -59 -0.5% 12,115 High 11,994 11,937 -57 -0.5% 12,188 Low 11,834 11,607 -227 -1.9% 11,827 Close 11,926 11,789 -137 -1.1% 12,003 Range 160 330 170 106.3% 361 ATR 152 165 13 8.3% 0 Volume 142,257 200,560 58,303 41.0% 192,264
Daily Pivots for day following 15-Mar-2011 Classic Woodie Camarilla DeMark R4 12,768 12,608 11,971 R3 12,438 12,278 11,880 R2 12,108 12,108 11,850 R1 11,948 11,948 11,819 11,863 PP 11,778 11,778 11,778 11,735 S1 11,618 11,618 11,759 11,533 S2 11,448 11,448 11,729 S3 11,118 11,288 11,698 S4 10,788 10,958 11,608	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 13,089 12,907 12,202 R3 12,728 12,546 12,102 R2 12,367 12,367 12,069 R1 12,185 12,185 12,036 12,096 PP 12,006 12,006 12,006 11,961 S1 11,824 11,824 11,970 11,735 S2 11,645 11,645 11,937 S3 11,284 11,463 11,904 S4 10,923 11,102 11,805
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,188 11,607 581 4.9% 203 1.7% 31% False True 106,087 10 12,221 11,607 614 5.2% 197 1.7% 30% False True 53,614 20 12,311 11,607 704 6.0% 169 1.4% 26% False True 26,912 40 12,311 11,607 704 6.0% 134 1.1% 26% False True 13,478 60 12,311 11,336 975 8.3% 111 0.9% 46% False False 8,992
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 33 Widest range in 69 trading days	Fibonacci Retracements and Extensions 4.250 13,340 2.618 12,801 1.618 12,471 1.000 12,267 0.618 12,141 HIGH 11,937 0.618 11,811 0.500 11,772 0.382 11,733 LOW 11,607 0.618 11,403 1.000 11,277 1.618 11,073 2.618 10,743 4.250 10,205
Fisher Pivots for day following 15-Mar-2011 Pivot 1 day 3 day R1 11,783 11,817 PP 11,778 11,807 S1 11,772 11,798

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