mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	12,336	12,360	24	0.2%	12,235
High	12,366	12,373	7	0.1%	12,260
Low	12,273	12,219	-54	-0.4%	12,069
Close	12,356	12,331	-25	-0.2%	12,150
Range	93	154	61	65.6%	191
ATR	196	193	-3	-1.5%	0
Volume	77,339	94,645	17,306	22.4%	172,235

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,770	12,704	12,416
R3	12,616	12,550	12,373
R2	12,462	12,462	12,359
R1	12,396	12,396	12,345	12,352
PP	12,308	12,308	12,308	12,286
S1	12,242	12,242	12,317	12,198
S2	12,154	12,154	12,303
S3	12,000	12,088	12,289
S4	11,846	11,934	12,246

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,733	12,632	12,255
R3	12,542	12,441	12,203
R2	12,351	12,351	12,185
R1	12,250	12,250	12,168	12,205
PP	12,160	12,160	12,160	12,137
S1	12,059	12,059	12,133	12,014
S2	11,969	11,969	12,115
S3	11,778	11,868	12,098
S4	11,587	11,677	12,045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,415	12,078	337	2.7%	122	1.0%	75%	False	False	67,283
10	12,415	11,928	487	3.9%	135	1.1%	83%	False	False	61,928
20	12,415	11,661	754	6.1%	190	1.5%	89%	False	False	81,219
40	12,415	11,077	1,338	10.9%	205	1.7%	94%	False	False	40,738
60	12,415	11,077	1,338	10.9%	200	1.6%	94%	False	False	27,166
80	12,415	10,288	2,127	17.2%	219	1.8%	96%	False	False	20,384
100	12,415	10,288	2,127	17.2%	182	1.5%	96%	False	False	16,308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	32
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,028
2.618	12,776
1.618	12,622
1.000	12,527
0.618	12,468
HIGH	12,373
0.618	12,314
0.500	12,296
0.382	12,278
LOW	12,219
0.618	12,124
1.000	12,065
1.618	11,970
2.618	11,816
4.250	11,565

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	12,319	12,326
PP	12,308	12,322
S1	12,296	12,317

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

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