mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	11,082	11,268	186	1.7%	11,159
High	11,309	11,447	138	1.2%	11,321
Low	10,892	11,243	351	3.2%	10,401
Close	11,250	11,403	153	1.4%	11,250
Range	417	204	-213	-51.1%	920
ATR	363	352	-11	-3.1%	0
Volume	153,442	110,971	-42,471	-27.7%	1,411,777

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,976	11,894	11,515
R3	11,772	11,690	11,459
R2	11,568	11,568	11,441
R1	11,486	11,486	11,422	11,527
PP	11,364	11,364	11,364	11,385
S1	11,282	11,282	11,384	11,323
S2	11,160	11,160	11,366
S3	10,956	11,078	11,347
S4	10,752	10,874	11,291

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	11,447	10,401	1,046	9.2%	547	4.8%	96%	True	False	232,503
10	12,090	10,401	1,689	14.8%	494	4.3%	59%	False	False	242,385
20	12,749	10,401	2,348	20.6%	345	3.0%	43%	False	False	180,148
40	12,749	10,401	2,348	20.6%	257	2.3%	43%	False	False	149,215
60	12,749	10,401	2,348	20.6%	220	1.9%	43%	False	False	114,141
80	12,803	10,401	2,402	21.1%	200	1.7%	42%	False	False	85,632
100	12,803	10,401	2,402	21.1%	183	1.6%	42%	False	False	68,521

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	131
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	12,314
2.618	11,981
1.618	11,777
1.000	11,651
0.618	11,573
HIGH	11,447
0.618	11,369
0.500	11,345
0.382	11,321
LOW	11,243
0.618	11,117
1.000	11,039
1.618	10,913
2.618	10,709
4.250	10,376

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	11,384	11,273
PP	11,364	11,143
S1	11,345	11,013

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

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