mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	10,848	11,142	294	2.7%	11,268
High	11,150	11,308	158	1.4%	11,508
Low	10,808	10,998	190	1.8%	10,778
Close	11,141	11,268	127	1.1%	10,820
Range	342	310	-32	-9.4%	730
ATR	340	338	-2	-0.6%	0
Volume	144,469	133,456	-11,013	-7.6%	758,411

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,121	12,005	11,439
R3	11,811	11,695	11,353
R2	11,501	11,501	11,325
R1	11,385	11,385	11,297	11,443
PP	11,191	11,191	11,191	11,221
S1	11,075	11,075	11,240	11,133
S2	10,881	10,881	11,211
S3	10,571	10,765	11,183
S4	10,261	10,455	11,098

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,225	12,753	11,222
R3	12,495	12,023	11,021
R2	11,765	11,765	10,954
R1	11,293	11,293	10,887	11,164
PP	11,035	11,035	11,035	10,971
S1	10,563	10,563	10,753	10,434
S2	10,305	10,305	10,686
S3	9,575	9,833	10,619
S4	8,845	9,103	10,419

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,381	10,713	668	5.9%	357	3.2%	83%	False	False	158,551
10	11,508	10,579	929	8.2%	347	3.1%	74%	False	False	155,829
20	12,332	10,401	1,931	17.1%	390	3.5%	45%	False	False	194,988
40	12,749	10,401	2,348	20.8%	280	2.5%	37%	False	False	155,440
60	12,749	10,401	2,348	20.8%	242	2.1%	37%	False	False	131,650
80	12,749	10,401	2,348	20.8%	217	1.9%	37%	False	False	98,780
100	12,803	10,401	2,402	21.3%	198	1.8%	36%	False	False	79,041

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	81
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,626
2.618	12,120
1.618	11,810
1.000	11,618
0.618	11,500
HIGH	11,308
0.618	11,190
0.500	11,153
0.382	11,117
LOW	10,998
0.618	10,807
1.000	10,688
1.618	10,497
2.618	10,187
4.250	9,681

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	11,230	11,182
PP	11,191	11,096
S1	11,153	11,011

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

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