mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	13,062	13,051	-11	-0.1%	13,159
High	13,121	13,086	-35	-0.3%	13,186
Low	12,965	12,982	17	0.1%	12,966
Close	13,050	13,050	0	0.0%	13,079
Range	156	104	-52	-33.3%	220
ATR	131	129	-2	-1.5%	0
Volume	134,241	104,430	-29,811	-22.2%	510,771

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,351	13,305	13,107
R3	13,247	13,201	13,079
R2	13,143	13,143	13,069
R1	13,097	13,097	13,060	13,068
PP	13,039	13,039	13,039	13,025
S1	12,993	12,993	13,041	12,964
S2	12,935	12,935	13,031
S3	12,831	12,889	13,022
S4	12,727	12,785	12,993

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,737	13,628	13,200
R3	13,517	13,408	13,140
R2	13,297	13,297	13,119
R1	13,188	13,188	13,099	13,133
PP	13,077	13,077	13,077	13,049
S1	12,968	12,968	13,059	12,913
S2	12,857	12,857	13,039
S3	12,637	12,748	13,019
S4	12,417	12,528	12,958

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,144	12,965	179	1.4%	124	1.0%	47%	False	False	116,719
10	13,215	12,965	250	1.9%	123	0.9%	34%	False	False	109,907
20	13,308	12,965	343	2.6%	111	0.8%	25%	False	False	97,168
40	13,308	12,425	883	6.8%	144	1.1%	71%	False	False	108,678
60	13,308	12,288	1,020	7.8%	155	1.2%	75%	False	False	113,948
80	13,308	11,884	1,424	10.9%	161	1.2%	82%	False	False	89,585
100	13,308	11,884	1,424	10.9%	146	1.1%	82%	False	False	71,671
120	13,308	11,884	1,424	10.9%	136	1.0%	82%	False	False	59,728

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,528
2.618	13,358
1.618	13,254
1.000	13,190
0.618	13,150
HIGH	13,086
0.618	13,046
0.500	13,034
0.382	13,022
LOW	12,982
0.618	12,918
1.000	12,878
1.618	12,814
2.618	12,710
4.250	12,540

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	13,045	13,055
PP	13,039	13,053
S1	13,034	13,052

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

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