mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	11,340	11,000	-340	-3.0%	10,846
High	11,406	11,037	-369	-3.2%	11,460
Low	11,002	10,513	-489	-4.4%	10,695
Close	11,007	10,650	-357	-3.2%	11,446
Range	404	524	120	29.7%	765
ATR	294	311	16	5.6%	0
Volume	159,905	243,854	83,949	52.5%	697,584

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,305	12,002	10,938
R3	11,781	11,478	10,794
R2	11,257	11,257	10,746
R1	10,954	10,954	10,698	10,844
PP	10,733	10,733	10,733	10,678
S1	10,430	10,430	10,602	10,320
S2	10,209	10,209	10,554
S3	9,685	9,906	10,506
S4	9,161	9,382	10,362

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,495	13,236	11,867
R3	12,730	12,471	11,657
R2	11,965	11,965	11,586
R1	11,706	11,706	11,516	11,836
PP	11,200	11,200	11,200	11,265
S1	10,941	10,941	11,376	11,071
S2	10,435	10,435	11,306
S3	9,670	10,176	11,236
S4	8,905	9,411	11,025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,475	10,513	962	9.0%	308	2.9%	14%	False	True	153,555
10	11,475	10,513	962	9.0%	322	3.0%	14%	False	True	146,734
20	11,625	10,513	1,112	10.4%	290	2.7%	12%	False	True	75,497
40	12,258	10,370	1,888	17.7%	327	3.1%	15%	False	False	37,870
60	12,675	10,370	2,305	21.6%	270	2.5%	12%	False	False	25,273

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	81
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	13,264
2.618	12,409
1.618	11,885
1.000	11,561
0.618	11,361
HIGH	11,037
0.618	10,837
0.500	10,775
0.382	10,713
LOW	10,513
0.618	10,189
1.000	9,989
1.618	9,665
2.618	9,141
4.250	8,286

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	10,775	10,994
PP	10,733	10,879
S1	10,692	10,765

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

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