mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	9,660	9,594	-66	-0.7%	10,104
High	9,753	9,796	43	0.4%	10,144
Low	9,552	9,506	-46	-0.5%	9,552
Close	9,596	9,682	86	0.9%	9,596
Range	201	290	89	44.3%	592
ATR	200	206	6	3.2%	0
Volume	220,123	152,916	-67,207	-30.5%	862,534

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,531	10,397	9,842
R3	10,241	10,107	9,762
R2	9,951	9,951	9,735
R1	9,817	9,817	9,709	9,884
PP	9,661	9,661	9,661	9,695
S1	9,527	9,527	9,656	9,594
S2	9,371	9,371	9,629
S3	9,081	9,237	9,602
S4	8,791	8,947	9,523

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,540	11,160	9,922
R3	10,948	10,568	9,759
R2	10,356	10,356	9,705
R1	9,976	9,976	9,650	9,870
PP	9,764	9,764	9,764	9,711
S1	9,384	9,384	9,542	9,278
S2	9,172	9,172	9,488
S3	8,580	8,792	9,433
S4	7,988	8,200	9,271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,118	9,506	612	6.3%	243	2.5%	29%	False	True	171,715
10	10,449	9,506	943	9.7%	201	2.1%	19%	False	True	164,183
20	10,536	9,506	1,030	10.6%	191	2.0%	17%	False	True	129,009
40	10,859	9,506	1,353	14.0%	222	2.3%	13%	False	True	64,712
60	11,144	9,506	1,638	16.9%	210	2.2%	11%	False	True	43,169
80	11,144	9,506	1,638	16.9%	174	1.8%	11%	False	True	32,382
100	11,144	9,506	1,638	16.9%	144	1.5%	11%	False	True	25,907
120	11,144	9,506	1,638	16.9%	124	1.3%	11%	False	True	21,590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	56
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,029
2.618	10,555
1.618	10,265
1.000	10,086
0.618	9,975
HIGH	9,796
0.618	9,685
0.500	9,651
0.382	9,617
LOW	9,506
0.618	9,327
1.000	9,216
1.618	9,037
2.618	8,747
4.250	8,274

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	9,672	9,672
PP	9,661	9,661
S1	9,651	9,651

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

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