mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	12,714	12,650	-64	-0.5%	12,708
High	12,718	12,766	48	0.4%	12,767
Low	12,624	12,578	-46	-0.4%	12,425
Close	12,648	12,737	89	0.7%	12,712
Range	94	188	94	100.0%	342
ATR	172	173	1	0.7%	0
Volume	90,015	128,911	38,896	43.2%	629,424

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,258	13,185	12,841
R3	13,070	12,997	12,789
R2	12,882	12,882	12,772
R1	12,809	12,809	12,754	12,846
PP	12,694	12,694	12,694	12,712
S1	12,621	12,621	12,720	12,658
S2	12,506	12,506	12,703
S3	12,318	12,433	12,685
S4	12,130	12,245	12,634

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,661	13,528	12,900
R3	13,319	13,186	12,806
R2	12,977	12,977	12,775
R1	12,844	12,844	12,743	12,911
PP	12,635	12,635	12,635	12,668
S1	12,502	12,502	12,681	12,569
S2	12,293	12,293	12,649
S3	11,951	12,160	12,618
S4	11,609	11,818	12,524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,766	12,425	341	2.7%	165	1.3%	91%	True	False	119,590
10	12,917	12,425	492	3.9%	162	1.3%	63%	False	False	99,166
20	12,917	12,376	541	4.2%	172	1.4%	67%	False	False	116,917
40	12,917	11,884	1,033	8.1%	179	1.4%	83%	False	False	85,406
60	13,213	11,884	1,329	10.4%	154	1.2%	64%	False	False	56,966
80	13,213	11,884	1,329	10.4%	138	1.1%	64%	False	False	42,726
100	13,213	11,884	1,329	10.4%	123	1.0%	64%	False	False	34,185
120	13,213	11,884	1,329	10.4%	106	0.8%	64%	False	False	28,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,565
2.618	13,258
1.618	13,070
1.000	12,954
0.618	12,882
HIGH	12,766
0.618	12,694
0.500	12,672
0.382	12,650
LOW	12,578
0.618	12,462
1.000	12,390
1.618	12,274
2.618	12,086
4.250	11,779

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	12,715	12,702
PP	12,694	12,668
S1	12,672	12,633

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These figures are updated between 7pm and 10pm EST after a trading day.

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