mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	12,627	12,694	67	0.5%	12,350
High	12,725	12,786	61	0.5%	12,668
Low	12,522	12,639	117	0.9%	12,327
Close	12,688	12,684	-4	0.0%	12,654
Range	203	147	-56	-27.6%	341
ATR	156	155	-1	-0.4%	0
Volume	110,233	97,486	-12,747	-11.6%	319,071

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,144	13,061	12,765
R3	12,997	12,914	12,725
R2	12,850	12,850	12,711
R1	12,767	12,767	12,698	12,735
PP	12,703	12,703	12,703	12,687
S1	12,620	12,620	12,671	12,588
S2	12,556	12,556	12,657
S3	12,409	12,473	12,644
S4	12,262	12,326	12,603

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	12,786	12,522	264	2.1%	131	1.0%	61%	True	False	86,722
10	12,786	12,248	538	4.2%	141	1.1%	81%	True	False	86,933
20	12,786	12,069	717	5.7%	132	1.0%	86%	True	False	78,933
40	12,786	11,387	1,399	11.0%	176	1.4%	93%	True	False	70,414
60	12,786	11,077	1,709	13.5%	187	1.5%	94%	True	False	46,968
80	12,786	10,288	2,498	19.7%	192	1.5%	96%	True	False	35,232
100	12,786	10,288	2,498	19.7%	200	1.6%	96%	True	False	28,192
120	12,786	10,288	2,498	19.7%	167	1.3%	96%	True	False	23,493

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,411
2.618	13,171
1.618	13,024
1.000	12,933
0.618	12,877
HIGH	12,786
0.618	12,730
0.500	12,713
0.382	12,695
LOW	12,639
0.618	12,548
1.000	12,492
1.618	12,401
2.618	12,254
4.250	12,014

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	12,713	12,674
PP	12,703	12,664
S1	12,694	12,654

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

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