mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	12,129	12,054	-75	-0.6%	11,958
High	12,203	12,129	-74	-0.6%	12,144
Low	11,985	11,916	-69	-0.6%	11,661
Close	12,060	12,038	-22	-0.2%	12,112
Range	218	213	-5	-2.3%	483
ATR	277	273	-5	-1.7%	0
Volume	109,923	119,079	9,156	8.3%	657,134

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,667	12,565	12,155
R3	12,454	12,352	12,097
R2	12,241	12,241	12,077
R1	12,139	12,139	12,058	12,084
PP	12,028	12,028	12,028	12,000
S1	11,926	11,926	12,019	11,871
S2	11,815	11,815	11,999
S3	11,602	11,713	11,980
S4	11,389	11,500	11,921

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,421	13,250	12,378
R3	12,938	12,767	12,245
R2	12,455	12,455	12,201
R1	12,284	12,284	12,156	12,370
PP	11,972	11,972	11,972	12,015
S1	11,801	11,801	12,068	11,887
S2	11,489	11,489	12,024
S3	11,006	11,318	11,979
S4	10,523	10,835	11,846

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,203	11,661	542	4.5%	291	2.4%	70%	False	False	131,301
10	12,203	11,592	611	5.1%	273	2.3%	73%	False	False	125,831
20	12,228	11,330	898	7.5%	260	2.2%	79%	False	False	128,106
40	12,228	10,328	1,900	15.8%	288	2.4%	90%	False	False	139,157
60	12,228	10,328	1,900	15.8%	283	2.4%	90%	False	False	111,217
80	12,526	10,328	2,198	18.3%	301	2.5%	78%	False	False	83,469
100	12,675	10,328	2,347	19.5%	272	2.3%	73%	False	False	66,790

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	65
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,034
2.618	12,687
1.618	12,474
1.000	12,342
0.618	12,261
HIGH	12,129
0.618	12,048
0.500	12,023
0.382	11,997
LOW	11,916
0.618	11,784
1.000	11,703
1.618	11,571
2.618	11,358
4.250	11,011

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	12,033	12,030
PP	12,028	12,021
S1	12,023	12,013

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

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