mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	11,142	11,268	126	1.1%	11,268
High	11,308	11,380	72	0.6%	11,508
Low	10,998	11,083	85	0.8%	10,778
Close	11,268	11,131	-137	-1.2%	10,820
Range	310	297	-13	-4.2%	730
ATR	338	335	-3	-0.9%	0
Volume	133,456	148,025	14,569	10.9%	758,411

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,089	11,907	11,294
R3	11,792	11,610	11,213
R2	11,495	11,495	11,186
R1	11,313	11,313	11,158	11,256
PP	11,198	11,198	11,198	11,169
S1	11,016	11,016	11,104	10,959
S2	10,901	10,901	11,077
S3	10,604	10,719	11,049
S4	10,307	10,422	10,968

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	11,380	10,713	667	6.0%	311	2.8%	63%	True	False	143,750
10	11,508	10,713	795	7.1%	311	2.8%	53%	False	False	146,486
20	12,280	10,401	1,879	16.9%	397	3.6%	39%	False	False	196,607
40	12,749	10,401	2,348	21.1%	284	2.6%	31%	False	False	156,027
60	12,749	10,401	2,348	21.1%	241	2.2%	31%	False	False	134,112
80	12,749	10,401	2,348	21.1%	220	2.0%	31%	False	False	100,630
100	12,803	10,401	2,402	21.6%	201	1.8%	30%	False	False	80,520

Crabel Price Patterns
NR	True
NR4	True
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	78
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,642
2.618	12,158
1.618	11,861
1.000	11,677
0.618	11,564
HIGH	11,380
0.618	11,267
0.500	11,232
0.382	11,197
LOW	11,083
0.618	10,900
1.000	10,786
1.618	10,603
2.618	10,306
4.250	9,821

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	11,232	11,119
PP	11,198	11,106
S1	11,165	11,094

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

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