mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	12,110	12,235	125	1.0%	11,793
High	12,230	12,260	30	0.2%	12,230
Low	12,101	12,187	86	0.7%	11,661
Close	12,217	12,219	2	0.0%	12,217
Range	129	73	-56	-43.4%	569
ATR	223	212	-11	-4.8%	0
Volume	38,138	30,099	-8,039	-21.1%	382,302

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,441	12,403	12,259
R3	12,368	12,330	12,239
R2	12,295	12,295	12,233
R1	12,257	12,257	12,226	12,240
PP	12,222	12,222	12,222	12,213
S1	12,184	12,184	12,212	12,167
S2	12,149	12,149	12,206
S3	12,076	12,111	12,199
S4	12,003	12,038	12,179

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,743	13,549	12,530
R3	13,174	12,980	12,374
R2	12,605	12,605	12,321
R1	12,411	12,411	12,269	12,508
PP	12,036	12,036	12,036	12,085
S1	11,842	11,842	12,165	11,939
S2	11,467	11,467	12,113
S3	10,898	11,273	12,061
S4	10,329	10,704	11,904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,260	11,693	567	4.6%	182	1.5%	93%	True	False	67,628
10	12,260	11,661	599	4.9%	195	1.6%	93%	True	False	90,793
20	12,260	11,387	873	7.1%	220	1.8%	95%	True	False	61,895
40	12,260	11,077	1,183	9.7%	215	1.8%	97%	True	False	30,986
60	12,260	10,288	1,972	16.1%	212	1.7%	98%	True	False	20,665
80	12,260	10,288	1,972	16.1%	217	1.8%	98%	True	False	15,507
100	12,260	10,288	1,972	16.1%	174	1.4%	98%	True	False	12,406

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	55
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	12,570
2.618	12,451
1.618	12,378
1.000	12,333
0.618	12,305
HIGH	12,260
0.618	12,232
0.500	12,224
0.382	12,215
LOW	12,187
0.618	12,142
1.000	12,114
1.618	12,069
2.618	11,996
4.250	11,877

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	12,224	12,188
PP	12,222	12,158
S1	12,221	12,127

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

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