mini-sized Dow ($5) Future March 2012

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	11,201	11,273	72	0.6%	10,750
High	11,391	11,319	-72	-0.6%	11,374
Low	11,149	10,933	-216	-1.9%	10,692
Close	11,258	10,926	-332	-2.9%	11,365
Range	242	386	144	59.5%	682
ATR	200	213	13	6.6%	0
Volume	18	30	12	66.7%	173

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,217	11,958	11,138
R3	11,831	11,572	11,032
R2	11,445	11,445	10,997
R1	11,186	11,186	10,962	11,123
PP	11,059	11,059	11,059	11,028
S1	10,800	10,800	10,891	10,737
S2	10,673	10,673	10,855
S3	10,287	10,414	10,820
S4	9,901	10,028	10,714

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,190	12,959	11,740
R3	12,508	12,277	11,553
R2	11,826	11,826	11,490
R1	11,595	11,595	11,428	11,711
PP	11,144	11,144	11,144	11,201
S1	10,913	10,913	11,303	11,029
S2	10,462	10,462	11,240
S3	9,780	10,231	11,178
S4	9,098	9,549	10,990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,391	10,933	458	4.2%	230	2.1%	-2%	False	True	44
10	11,391	10,692	699	6.4%	228	2.1%	33%	False	False	26
20	11,462	10,692	770	7.0%	114	1.0%	30%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	61
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	12,960
2.618	12,330
1.618	11,944
1.000	11,705
0.618	11,558
HIGH	11,319
0.618	11,172
0.500	11,126
0.382	11,081
LOW	10,933
0.618	10,695
1.000	10,547
1.618	10,309
2.618	9,923
4.250	9,293

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	11,126	11,162
PP	11,059	11,083
S1	10,993	11,005

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

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