mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	12,054	12,041	-13	-0.1%	11,958
High	12,129	12,083	-46	-0.4%	12,144
Low	11,916	11,842	-74	-0.6%	11,661
Close	12,038	11,845	-193	-1.6%	12,112
Range	213	241	28	13.1%	483
ATR	273	270	-2	-0.8%	0
Volume	119,079	151,392	32,313	27.1%	657,134

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,646	12,487	11,978
R3	12,405	12,246	11,911
R2	12,164	12,164	11,889
R1	12,005	12,005	11,867	11,964
PP	11,923	11,923	11,923	11,903
S1	11,764	11,764	11,823	11,723
S2	11,682	11,682	11,801
S3	11,441	11,523	11,779
S4	11,200	11,282	11,713

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	4.6%	251	2.1%	34%	False	False	126,852
10	12,203	11,592	611	5.2%	277	2.3%	41%	False	False	129,003
20	12,228	11,330	898	7.6%	264	2.2%	57%	False	False	128,757
40	12,228	10,328	1,900	16.0%	284	2.4%	80%	False	False	138,945
60	12,228	10,328	1,900	16.0%	282	2.4%	80%	False	False	113,736
80	12,384	10,328	2,056	17.4%	302	2.5%	74%	False	False	85,360
100	12,675	10,328	2,347	19.8%	272	2.3%	65%	False	False	68,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	64
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,107
2.618	12,714
1.618	12,473
1.000	12,324
0.618	12,232
HIGH	12,083
0.618	11,991
0.500	11,963
0.382	11,934
LOW	11,842
0.618	11,693
1.000	11,601
1.618	11,452
2.618	11,211
4.250	10,818

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	11,963	12,023
PP	11,923	11,963
S1	11,884	11,904

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

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