mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	12,085	12,198	113	0.9%	11,738
High	12,151	12,198	47	0.4%	12,151
Low	12,085	12,153	68	0.6%	11,639
Close	12,151	12,153	2	0.0%	12,151
Range	66	45	-21	-31.8%	512
ATR	148	140	-7	-4.9%	0
Volume	5	2	-3	-60.0%	65

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,303	12,273	12,178
R3	12,258	12,228	12,166
R2	12,213	12,213	12,161
R1	12,183	12,183	12,157	12,176
PP	12,168	12,168	12,168	12,164
S1	12,138	12,138	12,149	12,131
S2	12,123	12,123	12,145
S3	12,078	12,093	12,141
S4	12,033	12,048	12,128

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,516	13,346	12,433
R3	13,004	12,834	12,292
R2	12,492	12,492	12,245
R1	12,322	12,322	12,198	12,407
PP	11,980	11,980	11,980	12,023
S1	11,810	11,810	12,104	11,895
S2	11,468	11,468	12,057
S3	10,956	11,298	12,010
S4	10,444	10,786	11,870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,198	11,695	503	4.1%	113	0.9%	91%	True	False	13
10	12,198	11,639	559	4.6%	103	0.8%	92%	True	False	8

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	24
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,389
2.618	12,316
1.618	12,271
1.000	12,243
0.618	12,226
HIGH	12,198
0.618	12,181
0.500	12,176
0.382	12,170
LOW	12,153
0.618	12,125
1.000	12,108
1.618	12,080
2.618	12,035
4.250	11,962

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	12,176	12,133
PP	12,168	12,114
S1	12,161	12,094

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

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