mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 22-Dec-2011

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	12,027	12,028	1	0.0%	12,129
High	12,158	12,119	-39	-0.3%	12,153
Low	11,928	11,994	66	0.6%	11,694
Close	12,024	12,103	79	0.7%	11,778
Range	230	125	-105	-45.7%	459
ATR	238	230	-8	-3.4%	0
Volume	101,287	59,547	-41,740	-41.2%	629,654

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,447	12,400	12,172
R3	12,322	12,275	12,138
R2	12,197	12,197	12,126
R1	12,150	12,150	12,115	12,174
PP	12,072	12,072	12,072	12,084
S1	12,025	12,025	12,092	12,049
S2	11,947	11,947	12,080
S3	11,822	11,900	12,069
S4	11,697	11,775	12,034

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	12,158	11,661	497	4.1%	214	1.8%	89%	False	False	90,522
10	12,158	11,661	497	4.1%	230	1.9%	89%	False	False	110,504
20	12,226	11,077	1,149	9.5%	228	1.9%	89%	False	False	58,491
40	12,226	11,077	1,149	9.5%	217	1.8%	89%	False	False	29,282
60	12,226	10,288	1,938	16.0%	218	1.8%	94%	False	False	19,531
80	12,226	10,288	1,938	16.0%	215	1.8%	94%	False	False	14,654
100	12,226	10,288	1,938	16.0%	172	1.4%	94%	False	False	11,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	59
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	12,650
2.618	12,446
1.618	12,321
1.000	12,244
0.618	12,196
HIGH	12,119
0.618	12,071
0.500	12,057
0.382	12,042
LOW	11,994
0.618	11,917
1.000	11,869
1.618	11,792
2.618	11,667
4.250	11,463

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	12,088	12,044
PP	12,072	11,985
S1	12,057	11,926

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

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