mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	11,350	11,228	-122	-1.1%	11,108
High	11,400	11,300	-100	-0.9%	11,400
Low	11,205	10,853	-352	-3.1%	10,848
Close	11,223	10,949	-274	-2.4%	10,949
Range	195	447	252	129.2%	552
ATR	284	296	12	4.1%	0
Volume	36,142	117,884	81,742	226.2%	156,926

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,375	12,109	11,195
R3	11,928	11,662	11,072
R2	11,481	11,481	11,031
R1	11,215	11,215	10,990	11,125
PP	11,034	11,034	11,034	10,989
S1	10,768	10,768	10,908	10,678
S2	10,587	10,587	10,867
S3	10,140	10,321	10,826
S4	9,693	9,874	10,703

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,722	12,387	11,253
R3	12,170	11,835	11,101
R2	11,618	11,618	11,050
R1	11,283	11,283	11,000	11,175
PP	11,066	11,066	11,066	11,011
S1	10,731	10,731	10,899	10,623
S2	10,514	10,514	10,848
S3	9,962	10,179	10,797
S4	9,410	9,627	10,646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,414	10,848	566	5.2%	299	2.7%	18%	False	False	31,612
10	11,625	10,840	785	7.2%	274	2.5%	14%	False	False	16,025
20	11,625	10,651	974	8.9%	279	2.5%	31%	False	False	8,147
40	12,675	10,370	2,305	21.1%	295	2.7%	25%	False	False	4,153
60	12,675	10,370	2,305	21.1%	247	2.3%	25%	False	False	2,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	48
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	13,200
2.618	12,470
1.618	12,023
1.000	11,747
0.618	11,576
HIGH	11,300
0.618	11,129
0.500	11,077
0.382	11,024
LOW	10,853
0.618	10,577
1.000	10,406
1.618	10,130
2.618	9,683
4.250	8,953

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	11,077	11,127
PP	11,034	11,067
S1	10,992	11,008

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

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