mini-sized Dow ($5) Future December 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	13,444	13,510	66	0.5%	13,210
High	13,576	13,519	-57	-0.4%	13,576
Low	13,437	13,455	18	0.1%	13,118
Close	13,518	13,470	-48	-0.4%	13,518
Range	139	64	-75	-54.0%	458
ATR	129	124	-5	-3.6%	0
Volume	134,176	95,250	-38,926	-29.0%	189,239

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,673	13,636	13,505
R3	13,609	13,572	13,488
R2	13,545	13,545	13,482
R1	13,508	13,508	13,476	13,495
PP	13,481	13,481	13,481	13,475
S1	13,444	13,444	13,464	13,431
S2	13,417	13,417	13,458
S3	13,353	13,380	13,453
S4	13,289	13,316	13,435

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,778	14,606	13,770
R3	14,320	14,148	13,644
R2	13,862	13,862	13,602
R1	13,690	13,690	13,560	13,776
PP	13,404	13,404	13,404	13,447
S1	13,232	13,232	13,476	13,318
S2	12,946	12,946	13,434
S3	12,488	12,774	13,392
S4	12,030	12,316	13,266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,576	13,118	458	3.4%	139	1.0%	77%	False	False	56,356
10	13,576	12,888	688	5.1%	133	1.0%	85%	False	False	28,933
20	13,576	12,888	688	5.1%	126	0.9%	85%	False	False	14,523
40	13,576	12,351	1,225	9.1%	120	0.9%	91%	False	False	7,279
60	13,576	12,323	1,253	9.3%	110	0.8%	92%	False	False	4,855
80	13,576	11,913	1,663	12.3%	97	0.7%	94%	False	False	3,642
100	13,576	11,913	1,663	12.3%	92	0.7%	94%	False	False	2,914
120	13,576	11,913	1,663	12.3%	80	0.6%	94%	False	False	2,429

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	23
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	13,791
2.618	13,687
1.618	13,623
1.000	13,583
0.618	13,559
HIGH	13,519
0.618	13,495
0.500	13,487
0.382	13,480
LOW	13,455
0.618	13,416
1.000	13,391
1.618	13,352
2.618	13,288
4.250	13,183

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	13,487	13,451
PP	13,481	13,431
S1	13,476	13,412

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

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