mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	11,808	11,964	156	1.3%	11,984
High	12,013	11,994	-19	-0.2%	11,994
Low	11,802	11,931	129	1.1%	11,451
Close	11,963	11,955	-8	-0.1%	11,799
Range	211	63	-148	-70.1%	543
ATR	190	181	-9	-4.8%	0
Volume	113,436	81,663	-31,773	-28.0%	856,614

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,149	12,115	11,990
R3	12,086	12,052	11,972
R2	12,023	12,023	11,967
R1	11,989	11,989	11,961	11,975
PP	11,960	11,960	11,960	11,953
S1	11,926	11,926	11,949	11,912
S2	11,897	11,897	11,944
S3	11,834	11,863	11,938
S4	11,771	11,800	11,920

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,377	13,131	12,098
R3	12,834	12,588	11,948
R2	12,291	12,291	11,899
R1	12,045	12,045	11,849	11,897
PP	11,748	11,748	11,748	11,674
S1	11,502	11,502	11,749	11,354
S2	11,205	11,205	11,700
S3	10,662	10,959	11,650
S4	10,119	10,416	11,500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,013	11,451	562	4.7%	225	1.9%	90%	False	False	141,779
10	12,188	11,451	737	6.2%	214	1.8%	68%	False	False	123,933
20	12,226	11,451	775	6.5%	198	1.7%	65%	False	False	62,332
40	12,311	11,451	860	7.2%	149	1.2%	59%	False	False	31,197
60	12,311	11,397	914	7.6%	127	1.1%	61%	False	False	20,805

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	12,262
2.618	12,159
1.618	12,096
1.000	12,057
0.618	12,033
HIGH	11,994
0.618	11,970
0.500	11,963
0.382	11,955
LOW	11,931
0.618	11,892
1.000	11,868
1.618	11,829
2.618	11,766
4.250	11,663

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	11,963	11,915
PP	11,960	11,875
S1	11,958	11,835

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

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