mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	12,217	12,080	-137	-1.1%	11,793
High	12,254	12,229	-25	-0.2%	12,230
Low	12,069	12,078	9	0.1%	11,661
Close	12,081	12,217	136	1.1%	12,217
Range	185	151	-34	-18.4%	569
ATR	210	206	-4	-2.0%	0
Volume	53,803	51,463	-2,340	-4.3%	382,302

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,628	12,573	12,300
R3	12,477	12,422	12,259
R2	12,326	12,326	12,245
R1	12,271	12,271	12,231	12,299
PP	12,175	12,175	12,175	12,188
S1	12,120	12,120	12,203	12,148
S2	12,024	12,024	12,189
S3	11,873	11,969	12,176
S4	11,722	11,818	12,134

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	11,994	266	2.2%	133	1.1%	84%	False	False	46,610
10	12,260	11,661	599	4.9%	181	1.5%	93%	False	False	71,392
20	12,260	11,661	599	4.9%	201	1.6%	93%	False	False	67,129
40	12,260	11,077	1,183	9.7%	214	1.8%	96%	False	False	33,616
60	12,260	10,562	1,698	13.9%	206	1.7%	97%	False	False	22,419
80	12,260	10,288	1,972	16.1%	221	1.8%	98%	False	False	16,823
100	12,260	10,288	1,972	16.1%	177	1.4%	98%	False	False	13,458

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,871
2.618	12,624
1.618	12,473
1.000	12,380
0.618	12,322
HIGH	12,229
0.618	12,171
0.500	12,154
0.382	12,136
LOW	12,078
0.618	11,985
1.000	11,927
1.618	11,834
2.618	11,683
4.250	11,436

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	12,196	12,200
PP	12,175	12,182
S1	12,154	12,165

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

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