mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 21-Sep-2011

Day Change Summary
	Previous	Current
	20-Sep-2011	21-Sep-2011	Change	Change %	Previous Week
Open	11,318	11,340	22	0.2%	10,846
High	11,475	11,406	-69	-0.6%	11,460
Low	11,220	11,002	-218	-1.9%	10,695
Close	11,335	11,007	-328	-2.9%	11,446
Range	255	404	149	58.4%	765
ATR	286	294	8	3.0%	0
Volume	124,364	159,905	35,541	28.6%	697,584

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,350	12,083	11,229
R3	11,946	11,679	11,118
R2	11,542	11,542	11,081
R1	11,275	11,275	11,044	11,207
PP	11,138	11,138	11,138	11,104
S1	10,871	10,871	10,970	10,803
S2	10,734	10,734	10,933
S3	10,330	10,467	10,896
S4	9,926	10,063	10,785

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	11,475	11,002	473	4.3%	255	2.3%	1%	False	True	130,537
10	11,475	10,695	780	7.1%	290	2.6%	40%	False	False	125,963
20	11,625	10,695	930	8.4%	277	2.5%	34%	False	False	63,320
40	12,384	10,370	2,014	18.3%	319	2.9%	32%	False	False	31,776
60	12,675	10,370	2,305	20.9%	264	2.4%	28%	False	False	21,209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	82
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,123
2.618	12,464
1.618	12,060
1.000	11,810
0.618	11,656
HIGH	11,406
0.618	11,252
0.500	11,204
0.382	11,156
LOW	11,002
0.618	10,752
1.000	10,598
1.618	10,348
2.618	9,944
4.250	9,285

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	11,204	11,239
PP	11,138	11,161
S1	11,073	11,084

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

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