mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	11,555	12,017	462	4.0%	11,721
High	12,036	12,069	33	0.3%	11,725
Low	11,451	11,961	510	4.5%	11,128
Close	12,034	12,003	-31	-0.3%	11,187
Range	585	108	-477	-81.5%	597
ATR	282	270	-12	-4.4%	0
Volume	157,013	101,458	-55,555	-35.4%	433,452

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,335	12,277	12,063
R3	12,227	12,169	12,033
R2	12,119	12,119	12,023
R1	12,061	12,061	12,013	12,036
PP	12,011	12,011	12,011	11,999
S1	11,953	11,953	11,993	11,928
S2	11,903	11,903	11,983
S3	11,795	11,845	11,973
S4	11,687	11,737	11,944

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,138	12,759	11,515
R3	12,541	12,162	11,351
R2	11,944	11,944	11,297
R1	11,565	11,565	11,242	11,456
PP	11,347	11,347	11,347	11,292
S1	10,968	10,968	11,132	10,859
S2	10,750	10,750	11,078
S3	10,153	10,371	11,023
S4	9,556	9,774	10,859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,069	11,128	941	7.8%	261	2.2%	93%	True	False	115,796
10	12,069	11,128	941	7.8%	249	2.1%	93%	True	False	123,427
20	12,203	11,128	1,075	9.0%	263	2.2%	81%	False	False	126,215
40	12,228	10,787	1,441	12.0%	256	2.1%	84%	False	False	126,545
60	12,228	10,328	1,900	15.8%	279	2.3%	88%	False	False	134,195
80	12,228	10,328	1,900	15.8%	287	2.4%	88%	False	False	100,766
100	12,675	10,328	2,347	19.6%	283	2.4%	71%	False	False	80,639
120	12,675	10,328	2,347	19.6%	259	2.2%	71%	False	False	67,215

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	54
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	12,528
2.618	12,352
1.618	12,244
1.000	12,177
0.618	12,136
HIGH	12,069
0.618	12,028
0.500	12,015
0.382	12,002
LOW	11,961
0.618	11,894
1.000	11,853
1.618	11,786
2.618	11,678
4.250	11,502

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	12,015	11,922
PP	12,011	11,841
S1	12,007	11,760

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

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