mini-sized Dow ($5) Future September 2011

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Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary Previous Current 10-May-2011 11-May-2011 Change Change % Previous Week Open 12,558 12,650 92 0.7% 12,733 High 12,664 12,667 3 0.0% 12,803 Low 12,536 12,475 -61 -0.5% 12,399 Close 12,630 12,528 -102 -0.8% 12,501 Range 128 192 64 50.0% 404 ATR 132 136 4 3.3% 0 Volume 105 66 -39 -37.1% 446
Daily Pivots for day following 11-May-2011 Classic Woodie Camarilla DeMark R4 13,133 13,022 12,634 R3 12,941 12,830 12,581 R2 12,749 12,749 12,563 R1 12,638 12,638 12,546 12,598 PP 12,557 12,557 12,557 12,536 S1 12,446 12,446 12,511 12,406 S2 12,365 12,365 12,493 S3 12,173 12,254 12,475 S4 11,981 12,062 12,423	Weekly Pivots for week ending 06-May-2011 Classic Woodie Camarilla DeMark R4 13,780 13,544 12,723 R3 13,376 13,140 12,612 R2 12,972 12,972 12,575 R1 12,736 12,736 12,538 12,652 PP 12,568 12,568 12,568 12,526 S1 12,332 12,332 12,464 12,248 S2 12,164 12,164 12,427 S3 11,760 11,928 12,390 S4 11,356 11,524 12,279
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,667 12,399 268 2.1% 166 1.3% 48% True False 127 10 12,803 12,399 404 3.2% 142 1.1% 32% False False 101 20 12,803 11,970 833 6.6% 142 1.1% 67% False False 86
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 33 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 13,483 2.618 13,170 1.618 12,978 1.000 12,859 0.618 12,786 HIGH 12,667 0.618 12,594 0.500 12,571 0.382 12,548 LOW 12,475 0.618 12,356 1.000 12,283 1.618 12,164 2.618 11,972 4.250 11,659
Fisher Pivots for day following 11-May-2011 Pivot 1 day 3 day R1 12,571 12,571 PP 12,557 12,557 S1 12,542 12,542

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