mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	11,390	11,108	-282	-2.5%	11,218
High	11,414	11,125	-289	-2.5%	11,625
Low	11,125	10,848	-277	-2.5%	11,125
Close	11,135	11,055	-80	-0.7%	11,135
Range	289	277	-12	-4.2%	500
ATR	292	291	0	-0.1%	0
Volume	1,138	1,169	31	2.7%	3,220

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,840	11,725	11,207
R3	11,563	11,448	11,131
R2	11,286	11,286	11,106
R1	11,171	11,171	11,081	11,090
PP	11,009	11,009	11,009	10,969
S1	10,894	10,894	11,030	10,813
S2	10,732	10,732	11,004
S3	10,455	10,617	10,979
S4	10,178	10,340	10,903

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,795	12,465	11,410
R3	12,295	11,965	11,273
R2	11,795	11,795	11,227
R1	11,465	11,465	11,181	11,380
PP	11,295	11,295	11,295	11,253
S1	10,965	10,965	11,089	10,880
S2	10,795	10,795	11,043
S3	10,295	10,465	10,998
S4	9,795	9,965	10,860

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,625	10,848	777	7.0%	234	2.1%	27%	False	True	845
10	11,625	10,738	887	8.0%	270	2.4%	36%	False	False	530
20	11,625	10,370	1,255	11.4%	332	3.0%	55%	False	False	410
40	12,675	10,370	2,305	20.9%	286	2.6%	30%	False	False	263
60	12,675	10,370	2,305	20.9%	234	2.1%	30%	False	False	206

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	61
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,302
2.618	11,850
1.618	11,573
1.000	11,402
0.618	11,296
HIGH	11,125
0.618	11,019
0.500	10,987
0.382	10,954
LOW	10,848
0.618	10,677
1.000	10,571
1.618	10,400
2.618	10,123
4.250	9,671

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	11,032	11,237
PP	11,009	11,176
S1	10,987	11,116

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

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