mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	10,738	11,080	342	3.2%	11,232
High	11,075	11,232	157	1.4%	11,424
Low	10,738	10,960	222	2.1%	10,720
Close	11,069	11,196	127	1.1%	10,748
Range	337	272	-65	-19.3%	704
ATR	319	316	-3	-1.1%	0
Volume	262	312	50	19.1%	800

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,945	11,843	11,346
R3	11,673	11,571	11,271
R2	11,401	11,401	11,246
R1	11,299	11,299	11,221	11,350
PP	11,129	11,129	11,129	11,155
S1	11,027	11,027	11,171	11,078
S2	10,857	10,857	11,146
S3	10,585	10,755	11,121
S4	10,313	10,483	11,047

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,076	12,616	11,135
R3	12,372	11,912	10,942
R2	11,668	11,668	10,877
R1	11,208	11,208	10,813	11,086
PP	10,964	10,964	10,964	10,903
S1	10,504	10,504	10,684	10,382
S2	10,260	10,260	10,619
S3	9,556	9,800	10,555
S4	8,852	9,096	10,361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,284	10,651	633	5.7%	333	3.0%	86%	False	False	384
10	11,424	10,518	906	8.1%	322	2.9%	75%	False	False	260
20	12,258	10,370	1,888	16.9%	364	3.3%	44%	False	False	243
40	12,675	10,370	2,305	20.6%	261	2.3%	36%	False	False	161

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	64
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,388
2.618	11,944
1.618	11,672
1.000	11,504
0.618	11,400
HIGH	11,232
0.618	11,128
0.500	11,096
0.382	11,064
LOW	10,960
0.618	10,792
1.000	10,688
1.618	10,520
2.618	10,248
4.250	9,804

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	11,163	11,111
PP	11,129	11,026
S1	11,096	10,942

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

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