mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	11,295	11,525	230	2.0%	11,080
High	11,590	11,571	-19	-0.2%	11,589
Low	11,219	11,405	186	1.7%	11,080
Close	11,526	11,444	-82	-0.7%	11,566
Range	371	166	-205	-55.3%	509
ATR	296	287	-9	-3.1%	0
Volume	155,436	138,389	-17,047	-11.0%	542,844

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,971	11,874	11,535
R3	11,805	11,708	11,490
R2	11,639	11,639	11,475
R1	11,542	11,542	11,459	11,508
PP	11,473	11,473	11,473	11,456
S1	11,376	11,376	11,429	11,342
S2	11,307	11,307	11,414
S3	11,141	11,210	11,398
S4	10,975	11,044	11,353

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,939	12,761	11,846
R3	12,430	12,252	11,706
R2	11,921	11,921	11,659
R1	11,743	11,743	11,613	11,832
PP	11,412	11,412	11,412	11,456
S1	11,234	11,234	11,519	11,323
S2	10,903	10,903	11,473
S3	10,394	10,725	11,426
S4	9,885	10,216	11,286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,658	11,219	439	3.8%	259	2.3%	51%	False	False	127,359
10	11,658	10,787	871	7.6%	246	2.1%	75%	False	False	125,242
20	11,658	10,328	1,330	11.6%	305	2.7%	84%	False	False	149,132
40	11,658	10,328	1,330	11.6%	291	2.5%	84%	False	False	106,226
60	12,384	10,328	2,056	18.0%	314	2.7%	54%	False	False	70,895
80	12,675	10,328	2,347	20.5%	274	2.4%	48%	False	False	53,190

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	50
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,277
2.618	12,006
1.618	11,840
1.000	11,737
0.618	11,674
HIGH	11,571
0.618	11,508
0.500	11,488
0.382	11,469
LOW	11,405
0.618	11,303
1.000	11,239
1.618	11,137
2.618	10,971
4.250	10,700

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	11,488	11,442
PP	11,473	11,440
S1	11,459	11,439

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

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