mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	12,829	13,064	235	1.8%	13,018
High	13,080	13,133	53	0.4%	13,080
Low	12,813	13,034	221	1.7%	12,721
Close	13,055	13,067	12	0.1%	13,055
Range	267	99	-168	-62.9%	359
ATR	190	183	-6	-3.4%	0
Volume	109,320	72,418	-36,902	-33.8%	589,905

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,375	13,320	13,122
R3	13,276	13,221	13,094
R2	13,177	13,177	13,085
R1	13,122	13,122	13,076	13,150
PP	13,078	13,078	13,078	13,092
S1	13,023	13,023	13,058	13,051
S2	12,979	12,979	13,049
S3	12,880	12,924	13,040
S4	12,781	12,825	13,013

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,029	13,901	13,253
R3	13,670	13,542	13,154
R2	13,311	13,311	13,121
R1	13,183	13,183	13,088	13,247
PP	12,952	12,952	12,952	12,984
S1	12,824	12,824	13,022	12,888
S2	12,593	12,593	12,989
S3	12,234	12,465	12,956
S4	11,875	12,106	12,858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,133	12,721	412	3.2%	185	1.4%	84%	True	False	111,527
10	13,133	12,462	671	5.1%	197	1.5%	90%	True	False	124,540
20	13,133	12,425	708	5.4%	184	1.4%	91%	True	False	123,958
40	13,133	12,288	845	6.5%	185	1.4%	92%	True	False	124,954
60	13,133	11,884	1,249	9.6%	177	1.4%	95%	True	False	85,797
80	13,213	11,884	1,329	10.2%	155	1.2%	89%	False	False	64,352
100	13,213	11,884	1,329	10.2%	141	1.1%	89%	False	False	51,484
120	13,213	11,884	1,329	10.2%	127	1.0%	89%	False	False	42,905

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	44
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,554
2.618	13,392
1.618	13,293
1.000	13,232
0.618	13,194
HIGH	13,133
0.618	13,095
0.500	13,084
0.382	13,072
LOW	13,034
0.618	12,973
1.000	12,935
1.618	12,874
2.618	12,775
4.250	12,613

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	13,084	13,020
PP	13,078	12,974
S1	13,073	12,927

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

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