mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary Previous Current 09-Sep-2011 12-Sep-2011 Change Change % Previous Week Open 11,120 10,750 -370 -3.3% 10,986 High 11,161 10,850 -311 -2.8% 11,318 Low 10,829 10,692 -137 -1.3% 10,829 Close 10,880 10,920 40 0.4% 10,880 Range 332 158 -174 -52.4% 489 ATR 187 187 0 0.0% 0 Volume 1 3 2 200.0% 5
Daily Pivots for day following 12-Sep-2011 Classic Woodie Camarilla DeMark R4 11,295 11,265 11,007 R3 11,137 11,107 10,964 R2 10,979 10,979 10,949 R1 10,949 10,949 10,935 10,964 PP 10,821 10,821 10,821 10,828 S1 10,791 10,791 10,906 10,806 S2 10,663 10,663 10,891 S3 10,505 10,633 10,877 S4 10,347 10,475 10,833	Weekly Pivots for week ending 09-Sep-2011 Classic Woodie Camarilla DeMark R4 12,476 12,167 11,149 R3 11,987 11,678 11,015 R2 11,498 11,498 10,970 R1 11,189 11,189 10,925 11,099 PP 11,009 11,009 11,009 10,964 S1 10,700 10,700 10,835 10,610 S2 10,520 10,520 10,790 S3 10,031 10,211 10,746 S4 9,542 9,722 10,611
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 11,318 10,692 626 5.7% 129 1.2% 36% False True 1 10 11,462 10,692 770 7.1% 65 0.6% 30% False True 1 20 11,462 10,679 783 7.2% 32 0.3% 31% False False 1
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 True Bull Hook False Stretch 18 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 11,522 2.618 11,264 1.618 11,106 1.000 11,008 0.618 10,948 HIGH 10,850 0.618 10,790 0.500 10,771 0.382 10,752 LOW 10,692 0.618 10,594 1.000 10,534 1.618 10,436 2.618 10,278 4.250 10,021
Fisher Pivots for day following 12-Sep-2011 Pivot 1 day 3 day R1 10,870 11,005 PP 10,821 10,977 S1 10,771 10,948

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