mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	12,041	11,849	-192	-1.6%	11,958
High	12,083	11,931	-152	-1.3%	12,144
Low	11,842	11,643	-199	-1.7%	11,661
Close	11,845	11,739	-106	-0.9%	12,112
Range	241	288	47	19.5%	483
ATR	270	272	1	0.5%	0
Volume	151,392	175,347	23,955	15.8%	657,134

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,635	12,475	11,898
R3	12,347	12,187	11,818
R2	12,059	12,059	11,792
R1	11,899	11,899	11,766	11,835
PP	11,771	11,771	11,771	11,739
S1	11,611	11,611	11,713	11,547
S2	11,483	11,483	11,686
S3	11,195	11,323	11,660
S4	10,907	11,035	11,581

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	11,643	560	4.8%	256	2.2%	17%	False	True	131,958
10	12,203	11,643	560	4.8%	264	2.2%	17%	False	True	132,766
20	12,228	11,457	771	6.6%	268	2.3%	37%	False	False	130,139
40	12,228	10,328	1,900	16.2%	278	2.4%	74%	False	False	137,232
60	12,228	10,328	1,900	16.2%	282	2.4%	74%	False	False	116,654
80	12,258	10,328	1,930	16.4%	303	2.6%	73%	False	False	87,551
100	12,675	10,328	2,347	20.0%	273	2.3%	60%	False	False	70,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	54
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,155
2.618	12,685
1.618	12,397
1.000	12,219
0.618	12,109
HIGH	11,931
0.618	11,821
0.500	11,787
0.382	11,753
LOW	11,643
0.618	11,465
1.000	11,355
1.618	11,177
2.618	10,889
4.250	10,419

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	11,787	11,886
PP	11,771	11,837
S1	11,755	11,788

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

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