mini-sized Dow ($5) Future September 2012

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

Day Change Summary
	Previous	Current
	23-Mar-2012	26-Mar-2012	Change	Change %	Previous Week
Open	12,916	12,991	75	0.6%	13,080
High	12,971	13,137	166	1.3%	13,104
Low	12,880	12,973	93	0.7%	12,880
Close	12,971	13,137	166	1.3%	12,971
Range	91	164	73	80.2%	224
ATR	79	86	6	7.8%	0
Volume	17	4	-13	-76.5%	112

Daily Pivots for day following 26-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,574	13,520	13,227
R3	13,410	13,356	13,182
R2	13,246	13,246	13,167
R1	13,192	13,192	13,152	13,219
PP	13,082	13,082	13,082	13,096
S1	13,028	13,028	13,122	13,055
S2	12,918	12,918	13,107
S3	12,754	12,864	13,092
S4	12,590	12,700	13,047

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,657	13,538	13,094
R3	13,433	13,314	13,033
R2	13,209	13,209	13,012
R1	13,090	13,090	12,992	13,038
PP	12,985	12,985	12,985	12,959
S1	12,866	12,866	12,951	12,814
S2	12,761	12,761	12,930
S3	12,537	12,642	12,910
S4	12,313	12,418	12,848

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,137	12,880	257	2.0%	99	0.8%	100%	True	False	8
10	13,169	12,880	289	2.2%	81	0.6%	89%	False	False	35
20	13,169	12,609	560	4.3%	72	0.5%	94%	False	False	20
40	13,169	12,444	725	5.5%	46	0.3%	96%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	13,834
2.618	13,566
1.618	13,402
1.000	13,301
0.618	13,238
HIGH	13,137
0.618	13,074
0.500	13,055
0.382	13,036
LOW	12,973
0.618	12,872
1.000	12,809
1.618	12,708
2.618	12,544
4.250	12,276

Fisher Pivots for day following 26-Mar-2012
Pivot	1 day	3 day
R1	13,110	13,094
PP	13,082	13,051
S1	13,055	13,009

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

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