mini-sized Dow ($5) Future September 2011

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Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary Previous Current 23-May-2011 24-May-2011 Change Change % Previous Week Open 12,365 12,272 -93 -0.8% 12,453 High 12,381 12,340 -41 -0.3% 12,543 Low 12,244 12,250 6 0.0% 12,285 Close 12,292 12,258 -34 -0.3% 12,397 Range 137 90 -47 -34.3% 258 ATR 141 138 -4 -2.6% 0 Volume 157 290 133 84.7% 723
Daily Pivots for day following 24-May-2011 Classic Woodie Camarilla DeMark R4 12,553 12,495 12,308 R3 12,463 12,405 12,283 R2 12,373 12,373 12,275 R1 12,315 12,315 12,266 12,299 PP 12,283 12,283 12,283 12,275 S1 12,225 12,225 12,250 12,209 S2 12,193 12,193 12,242 S3 12,103 12,135 12,233 S4 12,013 12,045 12,209	Weekly Pivots for week ending 20-May-2011 Classic Woodie Camarilla DeMark R4 13,182 13,048 12,539 R3 12,924 12,790 12,468 R2 12,666 12,666 12,444 R1 12,532 12,532 12,421 12,470 PP 12,408 12,408 12,408 12,378 S1 12,274 12,274 12,373 12,212 S2 12,150 12,150 12,350 S3 11,892 12,016 12,326 S4 11,634 11,758 12,255
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 12,543 12,244 299 2.4% 116 0.9% 5% False False 167 10 12,667 12,244 423 3.5% 147 1.2% 3% False False 138 20 12,803 12,244 559 4.6% 141 1.2% 3% False False 118 40 12,803 11,970 833 6.8% 129 1.1% 35% False False 102
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 35 Narrowest range in 15 trading days	Fibonacci Retracements and Extensions 4.250 12,723 2.618 12,576 1.618 12,486 1.000 12,430 0.618 12,396 HIGH 12,340 0.618 12,306 0.500 12,295 0.382 12,285 LOW 12,250 0.618 12,195 1.000 12,160 1.618 12,105 2.618 12,015 4.250 11,868
Fisher Pivots for day following 24-May-2011 Pivot 1 day 3 day R1 12,295 12,388 PP 12,283 12,344 S1 12,270 12,301

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