mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 27-Sep-2011

Day Change Summary
	Previous	Current
	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	10,640	10,969	329	3.1%	11,351
High	10,980	11,289	309	2.8%	11,475
Low	10,551	10,945	394	3.7%	10,469
Close	10,972	11,120	148	1.3%	10,697
Range	429	344	-85	-19.8%	1,006
ATR	319	321	2	0.6%	0
Volume	151,762	152,969	1,207	0.8%	819,164

Daily Pivots for day following 27-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,150	11,979	11,309
R3	11,806	11,635	11,215
R2	11,462	11,462	11,183
R1	11,291	11,291	11,152	11,377
PP	11,118	11,118	11,118	11,161
S1	10,947	10,947	11,089	11,033
S2	10,774	10,774	11,057
S3	10,430	10,603	11,026
S4	10,086	10,259	10,931

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,898	13,304	11,250
R3	12,892	12,298	10,974
R2	11,886	11,886	10,882
R1	11,292	11,292	10,789	11,086
PP	10,880	10,880	10,880	10,778
S1	10,286	10,286	10,605	10,080
S2	9,874	9,874	10,513
S3	8,868	9,280	10,420
S4	7,862	8,274	10,144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,406	10,469	937	8.4%	402	3.6%	69%	False	False	175,155
10	11,475	10,469	1,006	9.0%	332	3.0%	65%	False	False	153,128
20	11,625	10,469	1,156	10.4%	298	2.7%	56%	False	False	99,073
40	12,010	10,370	1,640	14.7%	338	3.0%	46%	False	False	49,664
60	12,675	10,370	2,305	20.7%	281	2.5%	33%	False	False	33,134

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	74
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,751
2.618	12,190
1.618	11,846
1.000	11,633
0.618	11,502
HIGH	11,289
0.618	11,158
0.500	11,117
0.382	11,077
LOW	10,945
0.618	10,733
1.000	10,601
1.618	10,389
2.618	10,045
4.250	9,483

Fisher Pivots for day following 27-Sep-2011
Pivot	1 day	3 day
R1	11,119	11,040
PP	11,118	10,959
S1	11,117	10,879

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

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