mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 20-Sep-2012

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	13,571	13,570	-1	0.0%	13,285
High	13,632	13,604	-28	-0.2%	13,651
Low	13,557	13,501	-56	-0.4%	13,195
Close	13,570	13,593	23	0.2%	13,592
Range	75	103	28	37.3%	456
ATR	125	123	-2	-1.2%	0
Volume	27,829	15,522	-12,307	-44.2%	489,849

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,875	13,837	13,650
R3	13,772	13,734	13,621
R2	13,669	13,669	13,612
R1	13,631	13,631	13,603	13,650
PP	13,566	13,566	13,566	13,576
S1	13,528	13,528	13,584	13,547
S2	13,463	13,463	13,574
S3	13,360	13,425	13,565
S4	13,257	13,322	13,536

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	13,501	150	1.1%	94	0.7%	61%	False	True	37,926
10	13,651	13,195	456	3.4%	112	0.8%	87%	False	False	70,524
20	13,651	12,965	686	5.0%	124	0.9%	92%	False	False	90,709
40	13,651	12,584	1,067	7.8%	131	1.0%	95%	False	False	95,883
60	13,651	12,376	1,275	9.4%	145	1.1%	95%	False	False	102,110
80	13,651	11,884	1,767	13.0%	158	1.2%	97%	False	False	100,110
100	13,651	11,884	1,767	13.0%	153	1.1%	97%	False	False	80,119
120	13,651	11,884	1,767	13.0%	139	1.0%	97%	False	False	66,767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,042
2.618	13,874
1.618	13,771
1.000	13,707
0.618	13,668
HIGH	13,604
0.618	13,565
0.500	13,553
0.382	13,540
LOW	13,501
0.618	13,437
1.000	13,398
1.618	13,334
2.618	13,231
4.250	13,063

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	13,580	13,584
PP	13,566	13,575
S1	13,553	13,567

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

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