Summary

I needed a tiny exit sign for the literal art crawl Modular Art Pods (http://www.modularartpods.com), so I designed this one measuring about 4 inches long by 2.75 inches wide.
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The LED light is from a $4 LED Light Stick I bought at Home Depot. (SKU number is 719714.) If you remove the electronics from the case, you get an compact, color-changing LED circuit that can be used in countless projects. See picture.
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Make sure your printer is well-calibrated and then print TinyExitFront.stl and TinyExitBack.stl without support structures. I recommend .2mm layer height and white PLA for both parts.
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Slide the LED circuit into place with the battery side facing the back. I left an opening in the back so you can easily change the batteries without having to open the whole case.
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For a brighter image, line the sides and inside-front with tinfoil. Tape over the circuit so the tinfoil doesn't cause a short. Now you have a tiny LED light with several color choices! Enjoy.