mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	11,415	11,297	-118	-1.0%	11,187
High	11,473	11,371	-102	-0.9%	11,473
Low	11,275	10,925	-350	-3.1%	10,918
Close	11,293	11,021	-272	-2.4%	11,021
Range	198	446	248	125.3%	555
ATR	303	313	10	3.4%	0
Volume	105,923	64,153	-41,770	-39.4%	393,429

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,444	12,178	11,266
R3	11,998	11,732	11,144
R2	11,552	11,552	11,103
R1	11,286	11,286	11,062	11,196
PP	11,106	11,106	11,106	11,061
S1	10,840	10,840	10,980	10,750
S2	10,660	10,660	10,939
S3	10,214	10,394	10,898
S4	9,768	9,948	10,776

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,802	12,467	11,326
R3	12,247	11,912	11,174
R2	11,692	11,692	11,123
R1	11,357	11,357	11,072	11,247
PP	11,137	11,137	11,137	11,083
S1	10,802	10,802	10,970	10,692
S2	10,582	10,582	10,919
S3	10,027	10,247	10,869
S4	9,472	9,692	10,716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,518	10,918	600	5.4%	308	2.8%	17%	False	False	102,575
10	11,705	10,909	796	7.2%	290	2.6%	14%	False	False	112,576
20	11,705	10,713	992	9.0%	300	2.7%	31%	False	False	129,531
40	12,749	10,401	2,348	21.3%	316	2.9%	26%	False	False	154,093
60	12,749	10,401	2,348	21.3%	266	2.4%	26%	False	False	143,230
80	12,749	10,401	2,348	21.3%	235	2.1%	26%	False	False	114,687
100	12,803	10,401	2,402	21.8%	217	2.0%	26%	False	False	91,769
120	12,803	10,401	2,402	21.8%	199	1.8%	26%	False	False	76,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	61
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	13,267
2.618	12,539
1.618	12,093
1.000	11,817
0.618	11,647
HIGH	11,371
0.618	11,201
0.500	11,148
0.382	11,095
LOW	10,925
0.618	10,649
1.000	10,479
1.618	10,203
2.618	9,757
4.250	9,030

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	11,148	11,199
PP	11,106	11,140
S1	11,063	11,080

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

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