mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	11,830	11,896	66	0.6%	12,194
High	11,968	11,988	20	0.2%	12,220
Low	11,765	11,895	130	1.1%	11,765
Close	11,899	11,949	50	0.4%	11,949
Range	203	93	-110	-54.2%	455
ATR	252	240	-11	-4.5%	0
Volume	9,339	936	-8,403	-90.0%	112,012

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,223	12,179	12,000
R3	12,130	12,086	11,975
R2	12,037	12,037	11,966
R1	11,993	11,993	11,958	12,015
PP	11,944	11,944	11,944	11,955
S1	11,900	11,900	11,941	11,922
S2	11,851	11,851	11,932
S3	11,758	11,807	11,924
S4	11,665	11,714	11,898

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,343	13,101	12,199
R3	12,888	12,646	12,074
R2	12,433	12,433	12,033
R1	12,191	12,191	11,991	12,085
PP	11,978	11,978	11,978	11,925
S1	11,736	11,736	11,907	11,630
S2	11,523	11,523	11,866
S3	11,068	11,281	11,824
S4	10,613	10,826	11,699

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%	211	1.8%	40%	False	False	22,402
10	12,293	11,765	528	4.4%	222	1.9%	35%	False	False	70,231
20	12,293	11,128	1,165	9.7%	231	1.9%	70%	False	False	93,326
40	12,293	11,128	1,165	9.7%	250	2.1%	70%	False	False	111,732
60	12,293	10,328	1,965	16.4%	262	2.2%	82%	False	False	122,596
80	12,293	10,328	1,965	16.4%	269	2.3%	82%	False	False	110,822
100	12,293	10,328	1,965	16.4%	288	2.4%	82%	False	False	88,706
120	12,675	10,328	2,347	19.6%	266	2.2%	69%	False	False	73,935

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	52
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	12,383
2.618	12,232
1.618	12,139
1.000	12,081
0.618	12,046
HIGH	11,988
0.618	11,953
0.500	11,942
0.382	11,931
LOW	11,895
0.618	11,838
1.000	11,802
1.618	11,745
2.618	11,652
4.250	11,500

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	11,947	11,929
PP	11,944	11,910
S1	11,942	11,890

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

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