mini-sized Dow ($5) Future March 2011

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Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary Previous Current 23-Sep-2010 24-Sep-2010 Change Change % Previous Week Open 10,530 10,560 30 0.3% 10,477 High 10,640 10,736 96 0.9% 10,736 Low 10,512 10,534 22 0.2% 10,476 Close 10,543 10,720 177 1.7% 10,720 Range 128 202 74 57.8% 260 ATR 100 107 7 7.3% 0 Volume 212 23 -189 -89.2% 375
Daily Pivots for day following 24-Sep-2010 Classic Woodie Camarilla DeMark R4 11,269 11,197 10,831 R3 11,067 10,995 10,776 R2 10,865 10,865 10,757 R1 10,793 10,793 10,739 10,829 PP 10,663 10,663 10,663 10,682 S1 10,591 10,591 10,702 10,627 S2 10,461 10,461 10,683 S3 10,259 10,389 10,665 S4 10,057 10,187 10,609	Weekly Pivots for week ending 24-Sep-2010 Classic Woodie Camarilla DeMark R4 11,424 11,332 10,863 R3 11,164 11,072 10,792 R2 10,904 10,904 10,768 R1 10,812 10,812 10,744 10,858 PP 10,644 10,644 10,644 10,667 S1 10,552 10,552 10,696 10,598 S2 10,384 10,384 10,672 S3 10,124 10,292 10,649 S4 9,864 10,032 10,577
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 10,736 10,476 260 2.4% 140 1.3% 94% True False 75 10 10,736 10,350 386 3.6% 110 1.0% 96% True False 39 20 10,736 9,808 928 8.7% 92 0.9% 98% True False 24 40 10,736 9,790 946 8.8% 57 0.5% 98% True False 14
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 16 Widest range in 59 trading days	Fibonacci Retracements and Extensions 4.250 11,595 2.618 11,265 1.618 11,063 1.000 10,938 0.618 10,861 HIGH 10,736 0.618 10,659 0.500 10,635 0.382 10,611 LOW 10,534 0.618 10,409 1.000 10,332 1.618 10,207 2.618 10,005 4.250 9,676
Fisher Pivots for day following 24-Sep-2010 Pivot 1 day 3 day R1 10,692 10,688 PP 10,663 10,656 S1 10,635 10,624

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