mini-sized Dow ($5) Future March 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	12,579	12,656	77	0.6%	12,633
High	12,735	12,701	-34	-0.3%	12,786
Low	12,550	12,622	72	0.6%	12,522
Close	12,653	12,666	13	0.1%	12,614
Range	185	79	-106	-57.3%	264
ATR	158	152	-6	-3.6%	0
Volume	100,929	80,637	-20,292	-20.1%	466,818

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,900	12,862	12,710
R3	12,821	12,783	12,688
R2	12,742	12,742	12,681
R1	12,704	12,704	12,673	12,723
PP	12,663	12,663	12,663	12,673
S1	12,625	12,625	12,659	12,644
S2	12,584	12,584	12,652
S3	12,505	12,546	12,644
S4	12,426	12,467	12,623

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,433	13,287	12,759
R3	13,169	13,023	12,687
R2	12,905	12,905	12,663
R1	12,759	12,759	12,638	12,700
PP	12,641	12,641	12,641	12,611
S1	12,495	12,495	12,590	12,436
S2	12,377	12,377	12,566
S3	12,113	12,231	12,542
S4	11,849	11,967	12,469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,735	12,476	259	2.0%	149	1.2%	73%	False	False	95,052
10	12,786	12,476	310	2.4%	140	1.1%	61%	False	False	90,887
20	12,786	12,219	567	4.5%	138	1.1%	79%	False	False	87,917
40	12,786	11,661	1,125	8.9%	165	1.3%	89%	False	False	82,241
60	12,786	11,077	1,709	13.5%	183	1.4%	93%	False	False	54,887
80	12,786	11,077	1,709	13.5%	185	1.5%	93%	False	False	41,171
100	12,786	10,288	2,498	19.7%	203	1.6%	95%	False	False	32,945
120	12,786	10,288	2,498	19.7%	173	1.4%	95%	False	False	27,454

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	13,037
2.618	12,908
1.618	12,829
1.000	12,780
0.618	12,750
HIGH	12,701
0.618	12,671
0.500	12,662
0.382	12,652
LOW	12,622
0.618	12,573
1.000	12,543
1.618	12,494
2.618	12,415
4.250	12,286

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	12,665	12,652
PP	12,663	12,637
S1	12,662	12,623

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

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