mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary Previous Current 31-Oct-2011 01-Nov-2011 Change Change % Previous Week Open 12,040 11,550 -490 -4.1% 11,738 High 12,040 11,640 -400 -3.3% 12,150 Low 11,837 11,498 -339 -2.9% 11,588 Close 11,826 11,611 -215 -1.8% 12,097 Range 203 142 -61 -30.0% 562 ATR 227 234 7 3.2% 0 Volume 39 4 -35 -89.7% 139
Daily Pivots for day following 01-Nov-2011 Classic Woodie Camarilla DeMark R4 12,009 11,952 11,689 R3 11,867 11,810 11,650 R2 11,725 11,725 11,637 R1 11,668 11,668 11,624 11,697 PP 11,583 11,583 11,583 11,597 S1 11,526 11,526 11,598 11,555 S2 11,441 11,441 11,585 S3 11,299 11,384 11,572 S4 11,157 11,242 11,533	Weekly Pivots for week ending 28-Oct-2011 Classic Woodie Camarilla DeMark R4 13,631 13,426 12,406 R3 13,069 12,864 12,252 R2 12,507 12,507 12,200 R1 12,302 12,302 12,149 12,405 PP 11,945 11,945 11,945 11,996 S1 11,740 11,740 12,046 11,843 S2 11,383 11,383 11,994 S3 10,821 11,178 11,943 S4 10,259 10,616 11,788
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,150 11,498 652 5.6% 162 1.4% 17% False True 29 10 12,150 11,283 867 7.5% 170 1.5% 38% False False 23 20 12,150 10,562 1,588 13.7% 188 1.6% 66% False False 24 40 12,150 10,288 1,862 16.0% 229 2.0% 71% False False 29 60 12,150 10,288 1,862 16.0% 152 1.3% 71% False False 19
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 39 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 12,244 2.618 12,012 1.618 11,870 1.000 11,782 0.618 11,728 HIGH 11,640 0.618 11,586 0.500 11,569 0.382 11,552 LOW 11,498 0.618 11,410 1.000 11,356 1.618 11,268 2.618 11,126 4.250 10,895
Fisher Pivots for day following 01-Nov-2011 Pivot 1 day 3 day R1 11,597 11,801 PP 11,583 11,738 S1 11,569 11,674

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