mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	11,297	10,926	-371	-3.3%	11,187
High	11,371	11,068	-303	-2.7%	11,473
Low	10,925	10,768	-157	-1.4%	10,918
Close	11,021	11,061	40	0.4%	11,021
Range	446	300	-146	-32.7%	555
ATR	313	312	-1	-0.3%	0
Volume	64,153	43,743	-20,410	-31.8%	393,429

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,866	11,763	11,226
R3	11,566	11,463	11,144
R2	11,266	11,266	11,116
R1	11,163	11,163	11,089	11,215
PP	10,966	10,966	10,966	10,991
S1	10,863	10,863	11,034	10,915
S2	10,666	10,666	11,006
S3	10,366	10,563	10,979
S4	10,066	10,263	10,896

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	11,473	10,768	705	6.4%	304	2.7%	42%	False	True	87,434
10	11,705	10,768	937	8.5%	280	2.5%	31%	False	True	101,677
20	11,705	10,713	992	9.0%	294	2.7%	35%	False	False	124,046
40	12,749	10,401	2,348	21.2%	320	2.9%	28%	False	False	152,051
60	12,749	10,401	2,348	21.2%	269	2.4%	28%	False	False	141,170
80	12,749	10,401	2,348	21.2%	237	2.1%	28%	False	False	115,231
100	12,803	10,401	2,402	21.7%	219	2.0%	27%	False	False	92,205
120	12,803	10,401	2,402	21.7%	201	1.8%	27%	False	False	76,851

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	57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,343
2.618	11,854
1.618	11,554
1.000	11,368
0.618	11,254
HIGH	11,068
0.618	10,954
0.500	10,918
0.382	10,883
LOW	10,768
0.618	10,583
1.000	10,468
1.618	10,283
2.618	9,983
4.250	9,493

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	11,013	11,121
PP	10,966	11,101
S1	10,918	11,081

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

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