mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	11,254	11,435	181	1.6%	10,926
High	11,458	11,500	42	0.4%	11,500
Low	11,200	11,400	200	1.8%	10,768
Close	11,452	11,500	48	0.4%	11,500
Range	258	100	-158	-61.2%	732
ATR	312	297	-15	-4.9%	0
Volume	20,642	1,287	-19,355	-93.8%	144,088

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,767	11,733	11,555
R3	11,667	11,633	11,528
R2	11,567	11,567	11,518
R1	11,533	11,533	11,509	11,550
PP	11,467	11,467	11,467	11,475
S1	11,433	11,433	11,491	11,450
S2	11,367	11,367	11,482
S3	11,267	11,333	11,473
S4	11,167	11,233	11,445

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,452	13,208	11,903
R3	12,720	12,476	11,701
R2	11,988	11,988	11,634
R1	11,744	11,744	11,567	11,866
PP	11,256	11,256	11,256	11,317
S1	11,012	11,012	11,433	11,134
S2	10,524	10,524	11,366
S3	9,792	10,280	11,299
S4	9,060	9,548	11,098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,500	10,768	732	6.4%	267	2.3%	100%	True	False	28,817
10	11,518	10,768	750	6.5%	287	2.5%	98%	False	False	65,696
20	11,705	10,713	992	8.6%	290	2.5%	79%	False	False	99,430
40	12,749	10,401	2,348	20.4%	327	2.8%	47%	False	False	143,389
60	12,749	10,401	2,348	20.4%	276	2.4%	47%	False	False	135,403
80	12,749	10,401	2,348	20.4%	245	2.1%	47%	False	False	116,478
100	12,803	10,401	2,402	20.9%	224	1.9%	46%	False	False	93,206
120	12,803	10,401	2,402	20.9%	206	1.8%	46%	False	False	77,686

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	65
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	11,925
2.618	11,762
1.618	11,662
1.000	11,600
0.618	11,562
HIGH	11,500
0.618	11,462
0.500	11,450
0.382	11,438
LOW	11,400
0.618	11,338
1.000	11,300
1.618	11,238
2.618	11,138
4.250	10,975

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	11,483	11,408
PP	11,467	11,315
S1	11,450	11,223

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

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