mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary Previous Current 14-Nov-2011 15-Nov-2011 Change Change % Previous Week Open 12,119 11,980 -139 -1.1% 11,871 High 12,119 12,049 -70 -0.6% 12,066 Low 11,925 11,865 -60 -0.5% 11,617 Close 11,993 11,971 -22 -0.2% 12,043 Range 194 184 -10 -5.2% 449 ATR 238 235 -4 -1.6% 0 Volume 13 46 33 253.8% 127
Daily Pivots for day following 15-Nov-2011 Classic Woodie Camarilla DeMark R4 12,514 12,426 12,072 R3 12,330 12,242 12,022 R2 12,146 12,146 12,005 R1 12,058 12,058 11,988 12,010 PP 11,962 11,962 11,962 11,938 S1 11,874 11,874 11,954 11,826 S2 11,778 11,778 11,937 S3 11,594 11,690 11,921 S4 11,410 11,506 11,870	Weekly Pivots for week ending 11-Nov-2011 Classic Woodie Camarilla DeMark R4 13,256 13,098 12,290 R3 12,807 12,649 12,167 R2 12,358 12,358 12,125 R1 12,200 12,200 12,084 12,279 PP 11,909 11,909 11,909 11,948 S1 11,751 11,751 12,002 11,830 S2 11,460 11,460 11,961 S3 11,011 11,302 11,920 S4 10,562 10,853 11,796
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,119 11,617 502 4.2% 251 2.1% 71% False False 32 10 12,119 11,552 567 4.7% 225 1.9% 74% False False 26 20 12,150 11,283 867 7.2% 197 1.6% 79% False False 24 40 12,150 10,288 1,862 15.6% 237 2.0% 90% False False 30 60 12,150 10,288 1,862 15.6% 190 1.6% 90% False False 24
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 44 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 12,831 2.618 12,531 1.618 12,347 1.000 12,233 0.618 12,163 HIGH 12,049 0.618 11,979 0.500 11,957 0.382 11,935 LOW 11,865 0.618 11,751 1.000 11,681 1.618 11,567 2.618 11,383 4.250 11,083
Fisher Pivots for day following 15-Nov-2011 Pivot 1 day 3 day R1 11,966 11,962 PP 11,962 11,954 S1 11,957 11,945

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