mini-sized Dow ($5) Future December 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	11,181	11,363	182	1.6%	10,846
High	11,381	11,460	79	0.7%	11,460
Low	11,124	11,299	175	1.6%	10,695
Close	11,375	11,446	71	0.6%	11,446
Range	257	161	-96	-37.4%	765
ATR	299	290	-10	-3.3%	0
Volume	128,765	115,896	-12,869	-10.0%	697,584

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,885	11,826	11,535
R3	11,724	11,665	11,490
R2	11,563	11,563	11,476
R1	11,504	11,504	11,461	11,534
PP	11,402	11,402	11,402	11,416
S1	11,343	11,343	11,431	11,373
S2	11,241	11,241	11,417
S3	11,080	11,182	11,402
S4	10,919	11,021	11,358

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,495	13,236	11,867
R3	12,730	12,471	11,657
R2	11,965	11,965	11,586
R1	11,706	11,706	11,516	11,836
PP	11,200	11,200	11,200	11,265
S1	10,941	10,941	11,376	11,071
S2	10,435	10,435	11,306
S3	9,670	10,176	11,236
S4	8,905	9,411	11,025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,460	10,695	765	6.7%	280	2.4%	98%	True	False	139,516
10	11,460	10,695	765	6.7%	289	2.5%	98%	True	False	85,564
20	11,625	10,651	974	8.5%	280	2.4%	82%	False	False	42,993
40	12,675	10,370	2,305	20.1%	310	2.7%	47%	False	False	21,586
60	12,675	10,370	2,305	20.1%	259	2.3%	47%	False	False	14,412

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	68
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	12,144
2.618	11,882
1.618	11,721
1.000	11,621
0.618	11,560
HIGH	11,460
0.618	11,399
0.500	11,380
0.382	11,361
LOW	11,299
0.618	11,200
1.000	11,138
1.618	11,039
2.618	10,878
4.250	10,615

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	11,424	11,352
PP	11,402	11,258
S1	11,380	11,164

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

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