mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary Previous Current 27-Sep-2011 28-Sep-2011 Change Change % Previous Week Open 10,863 11,004 141 1.3% 11,211 High 11,187 11,137 -50 -0.4% 11,391 Low 10,863 10,849 -14 -0.1% 10,397 Close 11,039 10,895 -144 -1.3% 10,616 Range 324 288 -36 -11.1% 994 ATR 256 258 2 0.9% 0 Volume 31 56 25 80.6% 158
Daily Pivots for day following 28-Sep-2011 Classic Woodie Camarilla DeMark R4 11,824 11,648 11,054 R3 11,536 11,360 10,974 R2 11,248 11,248 10,948 R1 11,072 11,072 10,922 11,016 PP 10,960 10,960 10,960 10,933 S1 10,784 10,784 10,869 10,728 S2 10,672 10,672 10,842 S3 10,384 10,496 10,816 S4 10,096 10,208 10,737	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 13,783 13,194 11,163 R3 12,789 12,200 10,889 R2 11,795 11,795 10,798 R1 11,206 11,206 10,707 11,004 PP 10,801 10,801 10,801 10,700 S1 10,212 10,212 10,525 10,010 S2 9,807 9,807 10,434 S3 8,813 9,218 10,343 S4 7,819 8,224 10,069
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 11,187 10,397 790 7.3% 363 3.3% 63% False False 42 10 11,391 10,397 994 9.1% 297 2.7% 50% False False 43 20 11,462 10,397 1,065 9.8% 205 1.9% 47% False False 24 40 11,665 10,397 1,268 11.6% 104 1.0% 39% False False 12
Crabel Price Patterns NR True NR4 True NR5 True 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 79 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 12,361 2.618 11,891 1.618 11,603 1.000 11,425 0.618 11,315 HIGH 11,137 0.618 11,027 0.500 10,993 0.382 10,959 LOW 10,849 0.618 10,671 1.000 10,561 1.618 10,383 2.618 10,095 4.250 9,625
Fisher Pivots for day following 28-Sep-2011 Pivot 1 day 3 day R1 10,993 10,874 PP 10,960 10,853 S1 10,928 10,833

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