mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	11,849	11,741	-108	-0.9%	12,129
High	11,931	11,859	-72	-0.6%	12,203
Low	11,643	11,696	53	0.5%	11,643
Close	11,739	11,767	28	0.2%	11,767
Range	288	163	-125	-43.4%	560
ATR	272	264	-8	-2.9%	0
Volume	175,347	114,426	-60,921	-34.7%	670,167

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,263	12,178	11,857
R3	12,100	12,015	11,812
R2	11,937	11,937	11,797
R1	11,852	11,852	11,782	11,895
PP	11,774	11,774	11,774	11,795
S1	11,689	11,689	11,752	11,732
S2	11,611	11,611	11,737
S3	11,448	11,526	11,722
S4	11,285	11,363	11,677

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,551	13,219	12,075
R3	12,991	12,659	11,921
R2	12,431	12,431	11,870
R1	12,099	12,099	11,818	11,985
PP	11,871	11,871	11,871	11,814
S1	11,539	11,539	11,716	11,425
S2	11,311	11,311	11,664
S3	10,751	10,979	11,613
S4	10,191	10,419	11,459

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%	225	1.9%	22%	False	False	134,033
10	12,203	11,643	560	4.8%	259	2.2%	22%	False	False	132,730
20	12,228	11,571	657	5.6%	261	2.2%	30%	False	False	130,154
40	12,228	10,328	1,900	16.1%	275	2.3%	76%	False	False	135,910
60	12,228	10,328	1,900	16.1%	280	2.4%	76%	False	False	118,557
80	12,228	10,328	1,900	16.1%	303	2.6%	76%	False	False	88,980
100	12,675	10,328	2,347	19.9%	274	2.3%	61%	False	False	71,200

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	12,552
2.618	12,286
1.618	12,123
1.000	12,022
0.618	11,960
HIGH	11,859
0.618	11,797
0.500	11,778
0.382	11,758
LOW	11,696
0.618	11,595
1.000	11,533
1.618	11,432
2.618	11,269
4.250	11,003

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	11,778	11,863
PP	11,774	11,831
S1	11,771	11,799

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

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