mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	11,187	11,126	-61	-0.5%	11,266
High	11,197	11,419	222	2.0%	11,705
Low	10,918	11,122	204	1.9%	11,199
Close	11,128	11,415	287	2.6%	11,208
Range	279	297	18	6.5%	506
ATR	312	311	-1	-0.4%	0
Volume	119,450	103,903	-15,547	-13.0%	579,605

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,210	12,109	11,578
R3	11,913	11,812	11,497
R2	11,616	11,616	11,470
R1	11,515	11,515	11,442	11,566
PP	11,319	11,319	11,319	11,344
S1	11,218	11,218	11,388	11,269
S2	11,022	11,022	11,361
S3	10,725	10,921	11,333
S4	10,428	10,624	11,252

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,889	12,554	11,486
R3	12,383	12,048	11,347
R2	11,877	11,877	11,301
R1	11,542	11,542	11,255	11,457
PP	11,371	11,371	11,371	11,328
S1	11,036	11,036	11,162	10,951
S2	10,865	10,865	11,115
S3	10,359	10,530	11,069
S4	9,853	10,024	10,930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,705	10,918	787	6.9%	274	2.4%	63%	False	False	118,153
10	11,705	10,909	796	7.0%	286	2.5%	64%	False	False	123,716
20	11,705	10,579	1,126	9.9%	332	2.9%	74%	False	False	148,957
40	12,749	10,401	2,348	20.6%	309	2.7%	43%	False	False	156,464
60	12,749	10,401	2,348	20.6%	262	2.3%	43%	False	False	145,654
80	12,749	10,401	2,348	20.6%	231	2.0%	43%	False	False	112,566
100	12,803	10,401	2,402	21.0%	215	1.9%	42%	False	False	90,070
120	12,803	10,401	2,402	21.0%	196	1.7%	42%	False	False	75,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,681
2.618	12,197
1.618	11,900
1.000	11,716
0.618	11,603
HIGH	11,419
0.618	11,306
0.500	11,271
0.382	11,236
LOW	11,122
0.618	10,939
1.000	10,825
1.618	10,642
2.618	10,345
4.250	9,860

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	11,367	11,349
PP	11,319	11,284
S1	11,271	11,218

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

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