mini-sized Dow ($5) Future March 2012

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	11,760	11,820	60	0.5%	12,129
High	11,897	11,909	12	0.1%	12,153
Low	11,694	11,746	52	0.4%	11,694
Close	11,822	11,778	-44	-0.4%	11,778
Range	203	163	-40	-19.7%	459
ATR	237	232	-5	-2.2%	0
Volume	87,805	108,448	20,643	23.5%	629,654

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,300	12,202	11,868
R3	12,137	12,039	11,823
R2	11,974	11,974	11,808
R1	11,876	11,876	11,793	11,844
PP	11,811	11,811	11,811	11,795
S1	11,713	11,713	11,763	11,681
S2	11,648	11,648	11,748
S3	11,485	11,550	11,733
S4	11,322	11,387	11,688

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,252	12,974	12,031
R3	12,793	12,515	11,904
R2	12,334	12,334	11,862
R1	12,056	12,056	11,820	11,966
PP	11,875	11,875	11,875	11,830
S1	11,597	11,597	11,736	11,507
S2	11,416	11,416	11,694
S3	10,957	11,138	11,652
S4	10,498	10,679	11,526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,153	11,694	459	3.9%	226	1.9%	18%	False	False	125,930
10	12,226	11,694	532	4.5%	227	1.9%	16%	False	False	82,445
20	12,226	11,077	1,149	9.8%	222	1.9%	61%	False	False	41,334
40	12,226	11,077	1,149	9.8%	214	1.8%	61%	False	False	20,679
60	12,226	10,288	1,938	16.5%	225	1.9%	77%	False	False	13,798
80	12,226	10,288	1,938	16.5%	203	1.7%	77%	False	False	10,352

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	62
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	12,602
2.618	12,336
1.618	12,173
1.000	12,072
0.618	12,010
HIGH	11,909
0.618	11,847
0.500	11,828
0.382	11,808
LOW	11,746
0.618	11,645
1.000	11,583
1.618	11,482
2.618	11,319
4.250	11,053

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	11,828	11,820
PP	11,811	11,806
S1	11,795	11,792

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

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