mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	11,364	11,317	-47	-0.4%	10,824
High	11,383	11,560	177	1.6%	11,178
Low	11,292	11,257	-35	-0.3%	10,328
Close	11,330	11,416	86	0.8%	11,066
Range	91	303	212	233.0%	850
ATR	298	299	0	0.1%	0
Volume	103,949	116,010	12,061	11.6%	856,575

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,320	12,171	11,583
R3	12,017	11,868	11,499
R2	11,714	11,714	11,472
R1	11,565	11,565	11,444	11,640
PP	11,411	11,411	11,411	11,448
S1	11,262	11,262	11,388	11,337
S2	11,108	11,108	11,361
S3	10,805	10,959	11,333
S4	10,502	10,656	11,249

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,407	13,087	11,534
R3	12,557	12,237	11,300
R2	11,707	11,707	11,222
R1	11,387	11,387	11,144	11,547
PP	10,857	10,857	10,857	10,938
S1	10,537	10,537	10,988	10,697
S2	10,007	10,007	10,910
S3	9,157	9,687	10,832
S4	8,307	8,837	10,599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,560	10,787	773	6.8%	233	2.0%	81%	True	False	123,125
10	11,560	10,328	1,232	10.8%	287	2.5%	88%	True	False	147,440
20	11,560	10,328	1,232	10.8%	304	2.7%	88%	True	False	149,927
40	11,625	10,328	1,297	11.4%	298	2.6%	84%	False	False	90,350
60	12,675	10,328	2,347	20.6%	306	2.7%	46%	False	False	60,290
80	12,675	10,328	2,347	20.6%	268	2.3%	46%	False	False	45,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	65
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,848
2.618	12,353
1.618	12,050
1.000	11,863
0.618	11,747
HIGH	11,560
0.618	11,444
0.500	11,409
0.382	11,373
LOW	11,257
0.618	11,070
1.000	10,954
1.618	10,767
2.618	10,464
4.250	9,969

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	11,414	11,384
PP	11,411	11,352
S1	11,409	11,320

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

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