mini-sized Dow ($5) Future September 2011

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Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary Previous Current 25-May-2011 26-May-2011 Change Change % Previous Week Open 12,230 12,316 86 0.7% 12,453 High 12,350 12,352 2 0.0% 12,543 Low 12,157 12,232 75 0.6% 12,285 Close 12,282 12,339 57 0.5% 12,397 Range 193 120 -73 -37.8% 258 ATR 142 140 -2 -1.1% 0 Volume 157 234 77 49.0% 723
Daily Pivots for day following 26-May-2011 Classic Woodie Camarilla DeMark R4 12,668 12,623 12,405 R3 12,548 12,503 12,372 R2 12,428 12,428 12,361 R1 12,383 12,383 12,350 12,406 PP 12,308 12,308 12,308 12,319 S1 12,263 12,263 12,328 12,286 S2 12,188 12,188 12,317 S3 12,068 12,143 12,306 S4 11,948 12,023 12,273	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 12,531 12,157 374 3.0% 135 1.1% 49% False False 183 10 12,641 12,157 484 3.9% 142 1.1% 38% False False 162 20 12,803 12,157 646 5.2% 145 1.2% 28% False False 133 40 12,803 11,970 833 6.8% 132 1.1% 44% False False 107
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 38 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 12,862 2.618 12,666 1.618 12,546 1.000 12,472 0.618 12,426 HIGH 12,352 0.618 12,306 0.500 12,292 0.382 12,278 LOW 12,232 0.618 12,158 1.000 12,112 1.618 12,038 2.618 11,918 4.250 11,722
Fisher Pivots for day following 26-May-2011 Pivot 1 day 3 day R1 12,323 12,311 PP 12,308 12,283 S1 12,292 12,255

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