mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	10,745	11,194	449	4.2%	12,240
High	11,234	11,263	29	0.3%	12,280
Low	10,401	10,646	245	2.4%	11,088
Close	11,194	10,725	-469	-4.2%	11,402
Range	833	617	-216	-25.9%	1,192
ATR	314	336	22	6.9%	0
Volume	339,510	317,148	-22,362	-6.6%	1,060,408

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,729	12,344	11,064
R3	12,112	11,727	10,895
R2	11,495	11,495	10,838
R1	11,110	11,110	10,782	10,994
PP	10,878	10,878	10,878	10,820
S1	10,493	10,493	10,669	10,377
S2	10,261	10,261	10,612
S3	9,644	9,876	10,555
S4	9,027	9,259	10,386

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	15,166	14,476	12,058
R3	13,974	13,284	11,730
R2	12,782	12,782	11,621
R1	12,092	12,092	11,511	11,841
PP	11,590	11,590	11,590	11,465
S1	10,900	10,900	11,293	10,649
S2	10,398	10,398	11,184
S3	9,206	9,708	11,074
S4	8,014	8,516	10,747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,898	10,401	1,497	14.0%	622	5.8%	22%	False	False	312,044
10	12,332	10,401	1,931	18.0%	434	4.0%	17%	False	False	234,147
20	12,749	10,401	2,348	21.9%	307	2.9%	14%	False	False	173,815
40	12,749	10,401	2,348	21.9%	238	2.2%	14%	False	False	148,751
60	12,749	10,401	2,348	21.9%	206	1.9%	14%	False	False	105,720
80	12,803	10,401	2,402	22.4%	191	1.8%	13%	False	False	79,312
100	12,803	10,401	2,402	22.4%	174	1.6%	13%	False	False	63,463

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	108
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,885
2.618	12,878
1.618	12,261
1.000	11,880
0.618	11,644
HIGH	11,263
0.618	11,027
0.500	10,955
0.382	10,882
LOW	10,646
0.618	10,265
1.000	10,029
1.618	9,648
2.618	9,031
4.250	8,024

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	10,955	10,861
PP	10,878	10,816
S1	10,802	10,770

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

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