mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	10,724	11,082	358	3.3%	11,159
High	11,243	11,309	66	0.6%	11,321
Low	10,579	10,892	313	3.0%	10,401
Close	11,084	11,250	166	1.5%	11,250
Range	664	417	-247	-37.2%	920
ATR	359	363	4	1.1%	0
Volume	241,447	153,442	-88,005	-36.4%	1,411,777

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,401	12,243	11,479
R3	11,984	11,826	11,365
R2	11,567	11,567	11,327
R1	11,409	11,409	11,288	11,488
PP	11,150	11,150	11,150	11,190
S1	10,992	10,992	11,212	11,071
S2	10,733	10,733	11,174
S3	10,316	10,575	11,135
S4	9,899	10,158	11,021

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,751	13,420	11,756
R3	12,831	12,500	11,503
R2	11,911	11,911	11,419
R1	11,580	11,580	11,334	11,746
PP	10,991	10,991	10,991	11,073
S1	10,660	10,660	11,166	10,826
S2	10,071	10,071	11,081
S3	9,151	9,740	10,997
S4	8,231	8,820	10,744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,321	10,401	920	8.2%	630	5.6%	92%	False	False	282,355
10	12,280	10,401	1,879	16.7%	508	4.5%	45%	False	False	247,218
20	12,749	10,401	2,348	20.9%	345	3.1%	36%	False	False	180,056
40	12,749	10,401	2,348	20.9%	256	2.3%	36%	False	False	149,732
60	12,749	10,401	2,348	20.9%	218	1.9%	36%	False	False	112,293
80	12,803	10,401	2,402	21.4%	200	1.8%	35%	False	False	84,245
100	12,803	10,401	2,402	21.4%	182	1.6%	35%	False	False	67,412

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	133
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	13,081
2.618	12,401
1.618	11,984
1.000	11,726
0.618	11,567
HIGH	11,309
0.618	11,150
0.500	11,101
0.382	11,051
LOW	10,892
0.618	10,634
1.000	10,475
1.618	10,217
2.618	9,800
4.250	9,120

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	11,200	11,148
PP	11,150	11,046
S1	11,101	10,944

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

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