mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	12,120	11,735	-385	-3.2%	12,152
High	12,128	11,924	-204	-1.7%	12,160
Low	11,688	11,661	-27	-0.2%	11,571
Close	11,732	11,855	123	1.0%	11,941
Range	440	263	-177	-40.2%	589
ATR	280	279	-1	-0.4%	0
Volume	173,635	149,818	-23,817	-13.7%	662,219

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,602	12,492	12,000
R3	12,339	12,229	11,927
R2	12,076	12,076	11,903
R1	11,966	11,966	11,879	12,021
PP	11,813	11,813	11,813	11,841
S1	11,703	11,703	11,831	11,758
S2	11,550	11,550	11,807
S3	11,287	11,440	11,783
S4	11,024	11,177	11,710

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,658	13,388	12,265
R3	13,069	12,799	12,103
R2	12,480	12,480	12,049
R1	12,210	12,210	11,995	12,051
PP	11,891	11,891	11,891	11,811
S1	11,621	11,621	11,887	11,462
S2	11,302	11,302	11,833
S3	10,713	11,032	11,779
S4	10,124	10,443	11,617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,144	11,661	483	4.1%	273	2.3%	40%	False	True	133,573
10	12,194	11,571	623	5.3%	271	2.3%	46%	False	False	129,827
20	12,228	11,219	1,009	8.5%	271	2.3%	63%	False	False	130,078
40	12,228	10,328	1,900	16.0%	285	2.4%	80%	False	False	139,931
60	12,228	10,328	1,900	16.0%	289	2.4%	80%	False	False	105,689
80	12,675	10,328	2,347	19.8%	298	2.5%	65%	False	False	79,311
100	12,675	10,328	2,347	19.8%	269	2.3%	65%	False	False	63,462

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	51
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,042
2.618	12,613
1.618	12,350
1.000	12,187
0.618	12,087
HIGH	11,924
0.618	11,824
0.500	11,793
0.382	11,762
LOW	11,661
0.618	11,499
1.000	11,398
1.618	11,236
2.618	10,973
4.250	10,543

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	11,834	11,903
PP	11,813	11,887
S1	11,793	11,871

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

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