mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 15-Jul-2010

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	10,332	10,303	-29	-0.3%	9,594
High	10,362	10,367	5	0.0%	10,149
Low	10,248	10,183	-65	-0.6%	9,506
Close	10,306	10,292	-14	-0.1%	10,132
Range	114	184	70	61.4%	643
ATR	192	192	-1	-0.3%	0
Volume	132,004	133,968	1,964	1.5%	620,282

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,833	10,746	10,393
R3	10,649	10,562	10,343
R2	10,465	10,465	10,326
R1	10,378	10,378	10,309	10,330
PP	10,281	10,281	10,281	10,256
S1	10,194	10,194	10,275	10,146
S2	10,097	10,097	10,258
S3	9,913	10,010	10,242
S4	9,729	9,826	10,191

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,858	11,638	10,486
R3	11,215	10,995	10,309
R2	10,572	10,572	10,250
R1	10,352	10,352	10,191	10,462
PP	9,929	9,929	9,929	9,984
S1	9,709	9,709	10,073	9,819
S2	9,286	9,286	10,014
S3	8,643	9,066	9,955
S4	8,000	8,423	9,778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,367	10,051	316	3.1%	142	1.4%	76%	True	False	124,159
10	10,367	9,506	861	8.4%	190	1.8%	91%	True	False	148,411
20	10,536	9,506	1,030	10.0%	183	1.8%	76%	False	False	150,887
40	10,536	9,506	1,030	10.0%	211	2.0%	76%	False	False	88,295
60	11,144	9,506	1,638	15.9%	220	2.1%	48%	False	False	58,908
80	11,144	9,506	1,638	15.9%	184	1.8%	48%	False	False	44,190
100	11,144	9,506	1,638	15.9%	153	1.5%	48%	False	False	35,354
120	11,144	9,506	1,638	15.9%	134	1.3%	48%	False	False	29,462

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	51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,149
2.618	10,849
1.618	10,665
1.000	10,551
0.618	10,481
HIGH	10,367
0.618	10,297
0.500	10,275
0.382	10,253
LOW	10,183
0.618	10,069
1.000	9,999
1.618	9,885
2.618	9,701
4.250	9,401

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	10,286	10,281
PP	10,281	10,270
S1	10,275	10,259

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

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