mini-sized Dow ($5) Future March 2011

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Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary Previous Current 17-Sep-2010 20-Sep-2010 Change Change % Previous Week Open 10,432 10,477 45 0.4% 10,400 High 10,511 10,641 130 1.2% 10,511 Low 10,432 10,476 44 0.4% 10,350 Close 10,476 10,609 133 1.3% 10,476 Range 79 165 86 108.9% 161 ATR 92 97 5 5.7% 0 Volume 3 67 64 2,133.3% 24
Daily Pivots for day following 20-Sep-2010 Classic Woodie Camarilla DeMark R4 11,070 11,005 10,700 R3 10,905 10,840 10,655 R2 10,740 10,740 10,639 R1 10,675 10,675 10,624 10,708 PP 10,575 10,575 10,575 10,592 S1 10,510 10,510 10,594 10,543 S2 10,410 10,410 10,579 S3 10,245 10,345 10,564 S4 10,080 10,180 10,518	Weekly Pivots for week ending 17-Sep-2010 Classic Woodie Camarilla DeMark R4 10,929 10,863 10,565 R3 10,768 10,702 10,520 R2 10,607 10,607 10,506 R1 10,541 10,541 10,491 10,574 PP 10,446 10,446 10,446 10,462 S1 10,380 10,380 10,461 10,413 S2 10,285 10,285 10,447 S3 10,124 10,219 10,432 S4 9,963 10,058 10,388
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 10,641 10,350 291 2.7% 100 0.9% 89% True False 17 10 10,641 10,206 435 4.1% 69 0.6% 93% True False 16 20 10,641 9,790 851 8.0% 79 0.7% 96% True False 9 40 10,641 9,790 851 8.0% 43 0.4% 96% True False 7
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 55 trading days	Fibonacci Retracements and Extensions 4.250 11,342 2.618 11,073 1.618 10,908 1.000 10,806 0.618 10,743 HIGH 10,641 0.618 10,578 0.500 10,559 0.382 10,539 LOW 10,476 0.618 10,374 1.000 10,311 1.618 10,209 2.618 10,044 4.250 9,775
Fisher Pivots for day following 20-Sep-2010 Pivot 1 day 3 day R1 10,592 10,582 PP 10,575 10,554 S1 10,559 10,527

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