mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	12,594	12,633	39	0.3%	12,350
High	12,668	12,709	41	0.3%	12,668
Low	12,553	12,611	58	0.5%	12,327
Close	12,654	12,650	-4	0.0%	12,654
Range	115	98	-17	-14.8%	341
ATR	161	157	-5	-2.8%	0
Volume	63,862	82,622	18,760	29.4%	319,071

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,951	12,898	12,704
R3	12,853	12,800	12,677
R2	12,755	12,755	12,668
R1	12,702	12,702	12,659	12,729
PP	12,657	12,657	12,657	12,670
S1	12,604	12,604	12,641	12,631
S2	12,559	12,559	12,632
S3	12,461	12,506	12,623
S4	12,363	12,408	12,596

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,573	13,454	12,842
R3	13,232	13,113	12,748
R2	12,891	12,891	12,717
R1	12,772	12,772	12,685	12,832
PP	12,550	12,550	12,550	12,579
S1	12,431	12,431	12,623	12,491
S2	12,209	12,209	12,592
S3	11,868	12,090	12,560
S4	11,527	11,749	12,467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,709	12,327	382	3.0%	127	1.0%	85%	True	False	80,338
10	12,709	12,248	461	3.6%	128	1.0%	87%	True	False	81,752
20	12,709	11,994	715	5.7%	127	1.0%	92%	True	False	70,966
40	12,709	11,077	1,632	12.9%	180	1.4%	96%	True	False	63,249
60	12,709	11,077	1,632	12.9%	188	1.5%	96%	True	False	42,184
80	12,709	10,288	2,421	19.1%	197	1.6%	98%	True	False	31,646
100	12,709	10,288	2,421	19.1%	196	1.5%	98%	True	False	25,321
120	12,709	10,288	2,421	19.1%	165	1.3%	98%	True	False	21,101

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	13,126
2.618	12,966
1.618	12,868
1.000	12,807
0.618	12,770
HIGH	12,709
0.618	12,672
0.500	12,660
0.382	12,649
LOW	12,611
0.618	12,551
1.000	12,513
1.618	12,453
2.618	12,355
4.250	12,195

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	12,660	12,633
PP	12,657	12,615
S1	12,653	12,598

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

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