mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	10,058	10,259	201	2.0%	10,046
High	10,314	10,393	79	0.8%	10,393
Low	10,035	10,235	200	2.0%	9,946
Close	10,267	10,386	119	1.2%	10,386
Range	279	158	-121	-43.4%	447
ATR	204	201	-3	-1.6%	0
Volume	171,959	154,260	-17,699	-10.3%	784,491

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,812	10,757	10,473
R3	10,654	10,599	10,430
R2	10,496	10,496	10,415
R1	10,441	10,441	10,401	10,469
PP	10,338	10,338	10,338	10,352
S1	10,283	10,283	10,372	10,311
S2	10,180	10,180	10,357
S3	10,022	10,125	10,343
S4	9,864	9,967	10,299

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,583	11,431	10,632
R3	11,136	10,984	10,509
R2	10,689	10,689	10,468
R1	10,537	10,537	10,427	10,613
PP	10,242	10,242	10,242	10,280
S1	10,090	10,090	10,345	10,166
S2	9,795	9,795	10,304
S3	9,348	9,643	10,263
S4	8,901	9,196	10,140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,393	9,946	447	4.3%	202	1.9%	98%	True	False	156,898
10	10,393	9,946	447	4.3%	192	1.8%	98%	True	False	142,643
20	10,393	9,506	887	8.5%	199	1.9%	99%	True	False	153,981
40	10,536	9,506	1,030	9.9%	204	2.0%	85%	False	False	111,970
60	11,096	9,506	1,590	15.3%	229	2.2%	55%	False	False	74,718
80	11,144	9,506	1,638	15.8%	196	1.9%	54%	False	False	56,052
100	11,144	9,506	1,638	15.8%	165	1.6%	54%	False	False	44,844
120	11,144	9,506	1,638	15.8%	142	1.4%	54%	False	False	37,371

Crabel Price Patterns
NR	True
NR4	True
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	42
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,065
2.618	10,807
1.618	10,649
1.000	10,551
0.618	10,491
HIGH	10,393
0.618	10,333
0.500	10,314
0.382	10,295
LOW	10,235
0.618	10,137
1.000	10,077
1.618	9,979
2.618	9,821
4.250	9,564

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	10,362	10,325
PP	10,338	10,264
S1	10,314	10,203

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

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