mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	10,096	10,104	8	0.1%	10,426
High	10,141	10,144	3	0.0%	10,536
Low	10,020	10,043	23	0.2%	10,020
Close	10,104	10,088	-16	-0.2%	10,104
Range	121	101	-20	-16.5%	516
ATR	197	191	-7	-3.5%	0
Volume	170,376	156,873	-13,503	-7.9%	741,600

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,395	10,342	10,144
R3	10,294	10,241	10,116
R2	10,193	10,193	10,107
R1	10,140	10,140	10,097	10,116
PP	10,092	10,092	10,092	10,080
S1	10,039	10,039	10,079	10,015
S2	9,991	9,991	10,070
S3	9,890	9,938	10,060
S4	9,789	9,837	10,033

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,768	11,452	10,388
R3	11,252	10,936	10,246
R2	10,736	10,736	10,199
R1	10,420	10,420	10,151	10,320
PP	10,220	10,220	10,220	10,170
S1	9,904	9,904	10,057	9,804
S2	9,704	9,704	10,010
S3	9,188	9,388	9,962
S4	8,672	8,872	9,820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,449	10,020	429	4.3%	158	1.6%	16%	False	False	156,651
10	10,536	10,020	516	5.1%	155	1.5%	13%	False	False	150,352
20	10,536	9,610	926	9.2%	190	1.9%	52%	False	False	86,247
40	11,070	9,610	1,460	14.5%	241	2.4%	33%	False	False	43,265
60	11,144	9,610	1,534	15.2%	197	2.0%	31%	False	False	28,862
80	11,144	9,610	1,534	15.2%	159	1.6%	31%	False	False	21,650
100	11,144	9,610	1,534	15.2%	133	1.3%	31%	False	False	17,322

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	10,573
2.618	10,409
1.618	10,308
1.000	10,245
0.618	10,207
HIGH	10,144
0.618	10,106
0.500	10,094
0.382	10,082
LOW	10,043
0.618	9,981
1.000	9,942
1.618	9,880
2.618	9,779
4.250	9,614

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	10,094	10,144
PP	10,092	10,125
S1	10,090	10,107

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

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