mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	12,050	12,163	113	0.9%	11,937
High	12,160	12,251	91	0.7%	12,130
Low	12,048	12,145	97	0.8%	11,740
Close	12,156	12,218	62	0.5%	12,107
Range	112	106	-6	-5.4%	390
ATR
Volume	73	96	23	31.5%	101

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,523	12,476	12,276
R3	12,417	12,370	12,247
R2	12,311	12,311	12,238
R1	12,264	12,264	12,228	12,288
PP	12,205	12,205	12,205	12,216
S1	12,158	12,158	12,208	12,182
S2	12,099	12,099	12,199
S3	11,993	12,052	12,189
S4	11,887	11,946	12,160

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,162	13,025	12,322
R3	12,772	12,635	12,214
R2	12,382	12,382	12,179
R1	12,245	12,245	12,143	12,314
PP	11,992	11,992	11,992	12,027
S1	11,855	11,855	12,071	11,924
S2	11,602	11,602	12,036
S3	11,212	11,465	12,000
S4	10,822	11,075	11,893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,251	11,946	305	2.5%	101	0.8%	89%	True	False	53
10	12,251	11,414	837	6.9%	119	1.0%	96%	True	False	33

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	23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,702
2.618	12,529
1.618	12,423
1.000	12,357
0.618	12,317
HIGH	12,251
0.618	12,211
0.500	12,198
0.382	12,186
LOW	12,145
0.618	12,080
1.000	12,039
1.618	11,974
2.618	11,868
4.250	11,695

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	12,211	12,195
PP	12,205	12,172
S1	12,198	12,150

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

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