mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	11,970	11,830	-140	-1.2%	12,035
High	12,015	11,968	-47	-0.4%	12,293
Low	11,789	11,765	-24	-0.2%	11,957
Close	11,833	11,899	66	0.6%	12,210
Range	226	203	-23	-10.2%	336
ATR	256	252	-4	-1.5%	0
Volume	22,195	9,339	-12,856	-57.9%	590,307

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,486	12,396	12,011
R3	12,283	12,193	11,955
R2	12,080	12,080	11,936
R1	11,990	11,990	11,918	12,035
PP	11,877	11,877	11,877	11,900
S1	11,787	11,787	11,881	11,832
S2	11,674	11,674	11,862
S3	11,471	11,584	11,843
S4	11,268	11,381	11,787

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	12,220	11,765	455	3.8%	245	2.1%	29%	False	True	37,438
10	12,293	11,765	528	4.4%	232	1.9%	25%	False	True	80,665
20	12,293	11,128	1,165	9.8%	240	2.0%	66%	False	False	102,046
40	12,293	11,128	1,165	9.8%	252	2.1%	66%	False	False	115,401
60	12,293	10,328	1,965	16.5%	270	2.3%	80%	False	False	126,645
80	12,293	10,328	1,965	16.5%	271	2.3%	80%	False	False	110,814
100	12,384	10,328	2,056	17.3%	290	2.4%	76%	False	False	88,698
120	12,675	10,328	2,347	19.7%	267	2.2%	67%	False	False	73,927

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	53
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,831
2.618	12,500
1.618	12,297
1.000	12,171
0.618	12,094
HIGH	11,968
0.618	11,891
0.500	11,867
0.382	11,843
LOW	11,765
0.618	11,640
1.000	11,562
1.618	11,437
2.618	11,234
4.250	10,902

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	11,888	11,955
PP	11,877	11,936
S1	11,867	11,918

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

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