mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	12,335	12,386	51	0.4%	12,352
High	12,463	12,409	-54	-0.4%	12,415
Low	12,327	12,338	11	0.1%	12,219
Close	12,390	12,388	-2	0.0%	12,309
Range	136	71	-65	-47.8%	196
ATR	179	172	-8	-4.3%	0
Volume	76,133	80,736	4,603	6.0%	331,876

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,591	12,561	12,427
R3	12,520	12,490	12,408
R2	12,449	12,449	12,401
R1	12,419	12,419	12,395	12,434
PP	12,378	12,378	12,378	12,386
S1	12,348	12,348	12,382	12,363
S2	12,307	12,307	12,375
S3	12,236	12,277	12,369
S4	12,165	12,206	12,349

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,902	12,802	12,417
R3	12,706	12,606	12,363
R2	12,510	12,510	12,345
R1	12,410	12,410	12,327	12,362
PP	12,314	12,314	12,314	12,291
S1	12,214	12,214	12,291	12,166
S2	12,118	12,118	12,273
S3	11,922	12,018	12,255
S4	11,726	11,822	12,201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,463	12,219	244	2.0%	120	1.0%	69%	False	False	82,752
10	12,463	12,069	394	3.2%	124	1.0%	81%	False	False	70,933
20	12,463	11,661	802	6.5%	159	1.3%	91%	False	False	80,863
40	12,463	11,077	1,386	11.2%	190	1.5%	95%	False	False	48,713
60	12,463	11,077	1,386	11.2%	197	1.6%	95%	False	False	32,483
80	12,463	10,288	2,175	17.6%	214	1.7%	97%	False	False	24,371
100	12,463	10,288	2,175	17.6%	186	1.5%	97%	False	False	19,499

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	29
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	12,711
2.618	12,595
1.618	12,524
1.000	12,480
0.618	12,453
HIGH	12,409
0.618	12,382
0.500	12,374
0.382	12,365
LOW	12,338
0.618	12,294
1.000	12,267
1.618	12,223
2.618	12,152
4.250	12,036

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	12,383	12,378
PP	12,378	12,368
S1	12,374	12,358

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

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