mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	13,536	13,571	35	0.3%	13,285
High	13,583	13,632	49	0.4%	13,651
Low	13,501	13,557	56	0.4%	13,195
Close	13,570	13,570	0	0.0%	13,592
Range	82	75	-7	-8.5%	456
ATR	128	125	-4	-3.0%	0
Volume	32,808	27,829	-4,979	-15.2%	489,849

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,811	13,766	13,611
R3	13,736	13,691	13,591
R2	13,661	13,661	13,584
R1	13,616	13,616	13,577	13,601
PP	13,586	13,586	13,586	13,579
S1	13,541	13,541	13,563	13,526
S2	13,511	13,511	13,556
S3	13,436	13,466	13,550
S4	13,361	13,391	13,529

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,847	14,676	13,843
R3	14,391	14,220	13,718
R2	13,935	13,935	13,676
R1	13,764	13,764	13,634	13,850
PP	13,479	13,479	13,479	13,522
S1	13,308	13,308	13,550	13,394
S2	13,023	13,023	13,509
S3	12,567	12,852	13,467
S4	12,111	12,396	13,341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,651	13,324	327	2.4%	124	0.9%	75%	False	False	63,678
10	13,651	13,044	607	4.5%	126	0.9%	87%	False	False	82,932
20	13,651	12,965	686	5.1%	124	0.9%	88%	False	False	96,419
40	13,651	12,472	1,179	8.7%	134	1.0%	93%	False	False	98,804
60	13,651	12,376	1,275	9.4%	146	1.1%	94%	False	False	103,796
80	13,651	11,884	1,767	13.0%	158	1.2%	95%	False	False	99,919
100	13,651	11,884	1,767	13.0%	152	1.1%	95%	False	False	79,964
120	13,651	11,884	1,767	13.0%	139	1.0%	95%	False	False	66,638

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	False
Bull Hook	False
Stretch	18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,951
2.618	13,828
1.618	13,753
1.000	13,707
0.618	13,678
HIGH	13,632
0.618	13,603
0.500	13,595
0.382	13,586
LOW	13,557
0.618	13,511
1.000	13,482
1.618	13,436
2.618	13,361
4.250	13,238

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	13,595	13,569
PP	13,586	13,568
S1	13,578	13,567

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

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