mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	10,532	10,582	50	0.5%	10,430
High	10,588	10,626	38	0.4%	10,484
Low	10,470	10,522	52	0.5%	10,297
Close	10,576	10,618	42	0.4%	10,459
Range	118	104	-14	-11.9%	187
ATR	149	145	-3	-2.1%	0
Volume	17,523	21,643	4,120	23.5%	375,081

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,901	10,863	10,675
R3	10,797	10,759	10,647
R2	10,693	10,693	10,637
R1	10,655	10,655	10,628	10,674
PP	10,589	10,589	10,589	10,598
S1	10,551	10,551	10,609	10,570
S2	10,485	10,485	10,599
S3	10,381	10,447	10,590
S4	10,277	10,343	10,561

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,974	10,904	10,562
R3	10,787	10,717	10,511
R2	10,600	10,600	10,493
R1	10,530	10,530	10,476	10,565
PP	10,413	10,413	10,413	10,431
S1	10,343	10,343	10,442	10,378
S2	10,226	10,226	10,425
S3	10,039	10,156	10,408
S4	9,852	9,969	10,356

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,626	10,387	239	2.3%	96	0.9%	97%	True	False	34,205
10	10,626	10,231	395	3.7%	112	1.1%	98%	True	False	74,178
20	10,626	9,908	718	6.8%	152	1.4%	99%	True	False	108,551
40	10,685	9,908	777	7.3%	154	1.5%	91%	False	False	117,303
60	10,685	9,506	1,179	11.1%	167	1.6%	94%	False	False	129,329
80	10,685	9,506	1,179	11.1%	180	1.7%	94%	False	False	110,569
100	11,105	9,506	1,599	15.1%	198	1.9%	70%	False	False	88,491
120	11,144	9,506	1,638	15.4%	179	1.7%	68%	False	False	73,751

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,068
2.618	10,898
1.618	10,794
1.000	10,730
0.618	10,690
HIGH	10,626
0.618	10,586
0.500	10,574
0.382	10,562
LOW	10,522
0.618	10,458
1.000	10,418
1.618	10,354
2.618	10,250
4.250	10,080

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	10,603	10,595
PP	10,589	10,571
S1	10,574	10,548

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

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