mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	11,059	11,350	291	2.6%	11,218
High	11,343	11,400	57	0.5%	11,625
Low	11,059	11,205	146	1.3%	11,125
Close	11,343	11,223	-120	-1.1%	11,135
Range	284	195	-89	-31.3%	500
ATR	291	284	-7	-2.4%	0
Volume	1,731	36,142	34,411	1,987.9%	3,220

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,861	11,737	11,330
R3	11,666	11,542	11,277
R2	11,471	11,471	11,259
R1	11,347	11,347	11,241	11,312
PP	11,276	11,276	11,276	11,258
S1	11,152	11,152	11,205	11,117
S2	11,081	11,081	11,187
S3	10,886	10,957	11,170
S4	10,691	10,762	11,116

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	6.9%	256	2.3%	48%	False	False	8,169
10	11,625	10,840	785	7.0%	257	2.3%	49%	False	False	4,260
20	11,625	10,518	1,107	9.9%	289	2.6%	64%	False	False	2,260
40	12,675	10,370	2,305	20.5%	289	2.6%	37%	False	False	1,207
60	12,675	10,370	2,305	20.5%	242	2.2%	37%	False	False	837

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	54
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,229
2.618	11,911
1.618	11,716
1.000	11,595
0.618	11,521
HIGH	11,400
0.618	11,326
0.500	11,303
0.382	11,280
LOW	11,205
0.618	11,085
1.000	11,010
1.618	10,890
2.618	10,695
4.250	10,376

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	11,303	11,190
PP	11,276	11,157
S1	11,250	11,124

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

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