mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	10,259	10,390	131	1.3%	10,046
High	10,393	10,477	84	0.8%	10,393
Low	10,235	10,356	121	1.2%	9,946
Close	10,386	10,457	71	0.7%	10,386
Range	158	121	-37	-23.4%	447
ATR	201	195	-6	-2.8%	0
Volume	154,260	150,705	-3,555	-2.3%	784,491

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,793	10,746	10,524
R3	10,672	10,625	10,490
R2	10,551	10,551	10,479
R1	10,504	10,504	10,468	10,528
PP	10,430	10,430	10,430	10,442
S1	10,383	10,383	10,446	10,407
S2	10,309	10,309	10,435
S3	10,188	10,262	10,424
S4	10,067	10,141	10,391

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	10,477	9,946	531	5.1%	203	1.9%	96%	True	False	153,434
10	10,477	9,946	531	5.1%	193	1.8%	96%	True	False	146,912
20	10,477	9,506	971	9.3%	199	1.9%	98%	True	False	152,997
40	10,536	9,506	1,030	9.8%	197	1.9%	92%	False	False	115,720
60	11,096	9,506	1,590	15.2%	228	2.2%	60%	False	False	77,229
80	11,144	9,506	1,638	15.7%	196	1.9%	58%	False	False	57,935
100	11,144	9,506	1,638	15.7%	166	1.6%	58%	False	False	46,351
120	11,144	9,506	1,638	15.7%	143	1.4%	58%	False	False	38,627

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,991
2.618	10,794
1.618	10,673
1.000	10,598
0.618	10,552
HIGH	10,477
0.618	10,431
0.500	10,417
0.382	10,402
LOW	10,356
0.618	10,281
1.000	10,235
1.618	10,160
2.618	10,039
4.250	9,842

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	10,444	10,390
PP	10,430	10,323
S1	10,417	10,256

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

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