mini-sized Dow ($5) Future June 2012

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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 12,611 12,573 -38 -0.3% 12,610 High 12,660 12,596 -64 -0.5% 12,640 Low 12,583 12,573 -10 -0.1% 12,500 Close 12,583 12,596 13 0.1% 12,544 Range 77 23 -54 -70.1% 140 ATR 104 98 -6 -5.6% 0 Volume 8 4 -4 -50.0% 41
Daily Pivots for day following 02-Feb-2012 Classic Woodie Camarilla DeMark R4 12,657 12,650 12,609 R3 12,634 12,627 12,602 R2 12,611 12,611 12,600 R1 12,604 12,604 12,598 12,608 PP 12,588 12,588 12,588 12,590 S1 12,581 12,581 12,594 12,585 S2 12,565 12,565 12,592 S3 12,542 12,558 12,590 S4 12,519 12,535 12,583	Weekly Pivots for week ending 27-Jan-2012 Classic Woodie Camarilla DeMark R4 12,981 12,903 12,621 R3 12,841 12,763 12,583 R2 12,701 12,701 12,570 R1 12,623 12,623 12,557 12,592 PP 12,561 12,561 12,561 12,546 S1 12,483 12,483 12,531 12,452 S2 12,421 12,421 12,518 S3 12,281 12,343 12,506 S4 12,141 12,203 12,467
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,660 12,460 200 1.6% 61 0.5% 68% False False 5 10 12,660 12,460 200 1.6% 65 0.5% 68% False False 7 20 12,660 12,170 490 3.9% 80 0.6% 87% False False 9 40 12,660 11,639 1,021 8.1% 89 0.7% 94% False False 9
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 True Bull Hook False Stretch 9 Narrowest range in 17 trading days	Fibonacci Retracements and Extensions 4.250 12,694 2.618 12,656 1.618 12,633 1.000 12,619 0.618 12,610 HIGH 12,596 0.618 12,587 0.500 12,585 0.382 12,582 LOW 12,573 0.618 12,559 1.000 12,550 1.618 12,536 2.618 12,513 4.250 12,475
Fisher Pivots for day following 02-Feb-2012 Pivot 1 day 3 day R1 12,592 12,590 PP 12,588 12,583 S1 12,585 12,577

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