mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	11,087	11,254	167	1.5%	11,187
High	11,389	11,458	69	0.6%	11,473
Low	10,946	11,200	254	2.3%	10,918
Close	11,248	11,452	204	1.8%	11,021
Range	443	258	-185	-41.8%	555
ATR	316	312	-4	-1.3%	0
Volume	33,211	20,642	-12,569	-37.8%	393,429

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,144	12,056	11,594
R3	11,886	11,798	11,523
R2	11,628	11,628	11,499
R1	11,540	11,540	11,476	11,584
PP	11,370	11,370	11,370	11,392
S1	11,282	11,282	11,428	11,326
S2	11,112	11,112	11,405
S3	10,854	11,024	11,381
S4	10,596	10,766	11,310

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	11,458	10,768	690	6.0%	336	2.9%	99%	True	False	41,390
10	11,705	10,768	937	8.2%	302	2.6%	73%	False	False	77,036
20	11,705	10,713	992	8.7%	311	2.7%	74%	False	False	110,467
40	12,749	10,401	2,348	20.5%	330	2.9%	45%	False	False	146,682
60	12,749	10,401	2,348	20.5%	276	2.4%	45%	False	False	137,087
80	12,749	10,401	2,348	20.5%	244	2.1%	45%	False	False	116,466
100	12,803	10,401	2,402	21.0%	225	2.0%	44%	False	False	93,194
120	12,803	10,401	2,402	21.0%	206	1.8%	44%	False	False	77,676

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	71
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,555
2.618	12,134
1.618	11,876
1.000	11,716
0.618	11,618
HIGH	11,458
0.618	11,360
0.500	11,329
0.382	11,299
LOW	11,200
0.618	11,041
1.000	10,942
1.618	10,783
2.618	10,525
4.250	10,104

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	11,411	11,362
PP	11,370	11,272
S1	11,329	11,183

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

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