mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	10,691	10,836	145	1.4%	10,640
High	10,882	11,065	183	1.7%	11,289
Low	10,619	10,787	168	1.6%	10,551
Close	10,838	11,046	208	1.9%	10,841
Range	263	278	15	5.7%	738
ATR	327	324	-4	-1.1%	0
Volume	159,598	145,808	-13,790	-8.6%	761,693

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,800	11,701	11,199
R3	11,522	11,423	11,123
R2	11,244	11,244	11,097
R1	11,145	11,145	11,072	11,195
PP	10,966	10,966	10,966	10,991
S1	10,867	10,867	11,021	10,917
S2	10,688	10,688	10,995
S3	10,410	10,589	10,970
S4	10,132	10,311	10,893

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,108	12,712	11,247
R3	12,370	11,974	11,044
R2	11,632	11,632	10,976
R1	11,236	11,236	10,909	11,434
PP	10,894	10,894	10,894	10,993
S1	10,498	10,498	10,773	10,696
S2	10,156	10,156	10,706
S3	9,418	9,760	10,638
S4	8,680	9,022	10,435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,126	10,328	798	7.2%	336	3.0%	90%	False	False	169,829
10	11,289	10,328	961	8.7%	339	3.1%	75%	False	False	163,218
20	11,475	10,328	1,147	10.4%	331	3.0%	63%	False	False	154,976
40	11,625	10,328	1,297	11.7%	310	2.8%	55%	False	False	78,618
60	12,675	10,328	2,347	21.2%	303	2.7%	31%	False	False	52,463
80	12,675	10,328	2,347	21.2%	264	2.4%	31%	False	False	39,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	87
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,247
2.618	11,793
1.618	11,515
1.000	11,343
0.618	11,237
HIGH	11,065
0.618	10,959
0.500	10,926
0.382	10,893
LOW	10,787
0.618	10,615
1.000	10,509
1.618	10,337
2.618	10,059
4.250	9,606

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	11,006	10,930
PP	10,966	10,813
S1	10,926	10,697

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

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