mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	10,053	10,176	123	1.2%	10,117
High	10,186	10,231	45	0.4%	10,367
Low	9,946	10,013	67	0.7%	10,026
Close	10,178	10,058	-120	-1.2%	10,059
Range	240	218	-22	-9.2%	341
ATR	196	198	2	0.8%	0
Volume	129,193	161,057	31,864	24.7%	641,945

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,755	10,624	10,178
R3	10,537	10,406	10,118
R2	10,319	10,319	10,098
R1	10,188	10,188	10,078	10,145
PP	10,101	10,101	10,101	10,079
S1	9,970	9,970	10,038	9,927
S2	9,883	9,883	10,018
S3	9,665	9,752	9,998
S4	9,447	9,534	9,938

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,174	10,957	10,247
R3	10,833	10,616	10,153
R2	10,492	10,492	10,122
R1	10,275	10,275	10,090	10,213
PP	10,151	10,151	10,151	10,120
S1	9,934	9,934	10,028	9,872
S2	9,810	9,810	9,997
S3	9,469	9,593	9,965
S4	9,128	9,252	9,872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,367	9,946	421	4.2%	211	2.1%	27%	False	False	151,360
10	10,367	9,946	421	4.2%	173	1.7%	27%	False	False	140,846
20	10,367	9,506	861	8.6%	194	1.9%	64%	False	False	153,381
40	10,536	9,506	1,030	10.2%	206	2.0%	54%	False	False	103,834
60	11,105	9,506	1,599	15.9%	228	2.3%	35%	False	False	69,284
80	11,144	9,506	1,638	16.3%	192	1.9%	34%	False	False	51,975
100	11,144	9,506	1,638	16.3%	161	1.6%	34%	False	False	41,582
120	11,144	9,506	1,638	16.3%	139	1.4%	34%	False	False	34,653

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	11,158
2.618	10,802
1.618	10,584
1.000	10,449
0.618	10,366
HIGH	10,231
0.618	10,148
0.500	10,122
0.382	10,096
LOW	10,013
0.618	9,878
1.000	9,795
1.618	9,660
2.618	9,442
4.250	9,087

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	10,122	10,089
PP	10,101	10,078
S1	10,079	10,068

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

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