mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	12,211	12,008	-203	-1.7%	12,035
High	12,293	12,218	-75	-0.6%	12,293
Low	11,957	11,957	0	0.0%	11,957
Close	12,012	12,210	198	1.6%	12,210
Range	336	261	-75	-22.3%	336
ATR	256	257	0	0.1%	0
Volume	135,583	76,114	-59,469	-43.9%	590,307

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,911	12,822	12,354
R3	12,650	12,561	12,282
R2	12,389	12,389	12,258
R1	12,300	12,300	12,234	12,345
PP	12,128	12,128	12,128	12,151
S1	12,039	12,039	12,186	12,084
S2	11,867	11,867	12,162
S3	11,606	11,778	12,138
S4	11,345	11,517	12,067

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,161	13,022	12,395
R3	12,825	12,686	12,303
R2	12,489	12,489	12,272
R1	12,350	12,350	12,241	12,420
PP	12,153	12,153	12,153	12,188
S1	12,014	12,014	12,179	12,084
S2	11,817	11,817	12,149
S3	11,481	11,678	12,118
S4	11,145	11,342	12,025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,293	11,957	336	2.8%	234	1.9%	75%	False	True	118,061
10	12,293	11,311	982	8.0%	244	2.0%	92%	False	False	120,663
20	12,293	11,128	1,165	9.5%	242	2.0%	93%	False	False	120,715
40	12,293	11,128	1,165	9.5%	256	2.1%	93%	False	False	125,396
60	12,293	10,328	1,965	16.1%	271	2.2%	96%	False	False	133,526
80	12,293	10,328	1,965	16.1%	277	2.3%	96%	False	False	109,445
100	12,675	10,328	2,347	19.2%	287	2.4%	80%	False	False	87,591
120	12,675	10,328	2,347	19.2%	264	2.2%	80%	False	False	73,004

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,327
2.618	12,901
1.618	12,640
1.000	12,479
0.618	12,379
HIGH	12,218
0.618	12,118
0.500	12,088
0.382	12,057
LOW	11,957
0.618	11,796
1.000	11,696
1.618	11,535
2.618	11,274
4.250	10,848

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	12,169	12,182
PP	12,128	12,153
S1	12,088	12,125

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

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