mini-sized Dow ($5) Future March 2012

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Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary Previous Current 28-Sep-2011 29-Sep-2011 Change Change % Previous Week Open 11,004 10,940 -64 -0.6% 11,211 High 11,137 11,113 -24 -0.2% 11,391 Low 10,849 10,834 -15 -0.1% 10,397 Close 10,895 11,019 124 1.1% 10,616 Range 288 279 -9 -3.1% 994 ATR 258 259 2 0.6% 0 Volume 56 101 45 80.4% 158
Daily Pivots for day following 29-Sep-2011 Classic Woodie Camarilla DeMark R4 11,826 11,701 11,173 R3 11,547 11,422 11,096 R2 11,268 11,268 11,070 R1 11,143 11,143 11,045 11,206 PP 10,989 10,989 10,989 11,020 S1 10,864 10,864 10,994 10,927 S2 10,710 10,710 10,968 S3 10,431 10,585 10,942 S4 10,152 10,306 10,866	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 13,783 13,194 11,163 R3 12,789 12,200 10,889 R2 11,795 11,795 10,798 R1 11,206 11,206 10,707 11,004 PP 10,801 10,801 10,801 10,700 S1 10,212 10,212 10,525 10,010 S2 9,807 9,807 10,434 S3 8,813 9,218 10,343 S4 7,819 8,224 10,069
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 11,187 10,397 790 7.2% 317 2.9% 79% False False 55 10 11,391 10,397 994 9.0% 305 2.8% 63% False False 51 20 11,391 10,397 994 9.0% 219 2.0% 63% False False 29 40 11,659 10,397 1,262 11.5% 110 1.0% 49% False False 15
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 81 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 12,299 2.618 11,844 1.618 11,565 1.000 11,392 0.618 11,286 HIGH 11,113 0.618 11,007 0.500 10,974 0.382 10,941 LOW 10,834 0.618 10,662 1.000 10,555 1.618 10,383 2.618 10,104 4.250 9,648
Fisher Pivots for day following 29-Sep-2011 Pivot 1 day 3 day R1 11,004 11,016 PP 10,989 11,013 S1 10,974 11,011

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