mini-sized Dow ($5) Future June 2012

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Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary Previous Current 19-Mar-2012 20-Mar-2012 Change Change % Previous Week Open 13,163 13,166 3 0.0% 12,859 High 13,208 13,176 -32 -0.2% 13,224 Low 13,123 13,053 -70 -0.5% 12,813 Close 13,167 13,108 -59 -0.4% 13,163 Range 85 123 38 44.7% 411 ATR 108 109 1 1.0% 0 Volume 97,568 105,425 7,857 8.1% 549,345
Daily Pivots for day following 20-Mar-2012 Classic Woodie Camarilla DeMark R4 13,481 13,418 13,176 R3 13,358 13,295 13,142 R2 13,235 13,235 13,131 R1 13,172 13,172 13,119 13,142 PP 13,112 13,112 13,112 13,098 S1 13,049 13,049 13,097 13,019 S2 12,989 12,989 13,086 S3 12,866 12,926 13,074 S4 12,743 12,803 13,040	Weekly Pivots for week ending 16-Mar-2012 Classic Woodie Camarilla DeMark R4 14,300 14,142 13,389 R3 13,889 13,731 13,276 R2 13,478 13,478 13,238 R1 13,320 13,320 13,201 13,399 PP 13,067 13,067 13,067 13,106 S1 12,909 12,909 13,125 12,988 S2 12,656 12,656 13,088 S3 12,245 12,498 13,050 S4 11,834 12,087 12,937
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 13,224 13,053 171 1.3% 88 0.7% 32% False True 100,483 10 13,224 12,678 546 4.2% 109 0.8% 79% False False 89,144 20 13,224 12,655 569 4.3% 110 0.8% 80% False False 44,701 40 13,224 12,460 764 5.8% 97 0.7% 85% False False 22,359 60 13,224 11,990 1,234 9.4% 90 0.7% 91% False False 14,909
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 24 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 13,699 2.618 13,498 1.618 13,375 1.000 13,299 0.618 13,252 HIGH 13,176 0.618 13,129 0.500 13,115 0.382 13,100 LOW 13,053 0.618 12,977 1.000 12,930 1.618 12,854 2.618 12,731 4.250 12,530
Fisher Pivots for day following 20-Mar-2012 Pivot 1 day 3 day R1 13,115 13,139 PP 13,112 13,128 S1 13,110 13,118

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