mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	10,460	10,488	28	0.3%	10,046
High	10,531	10,527	-4	0.0%	10,393
Low	10,435	10,412	-23	-0.2%	9,946
Close	10,494	10,448	-46	-0.4%	10,386
Range	96	115	19	19.8%	447
ATR	188	183	-5	-2.8%	0
Volume	116,873	127,446	10,573	9.0%	784,491

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,807	10,743	10,511
R3	10,692	10,628	10,480
R2	10,577	10,577	10,469
R1	10,513	10,513	10,459	10,488
PP	10,462	10,462	10,462	10,450
S1	10,398	10,398	10,438	10,373
S2	10,347	10,347	10,427
S3	10,232	10,283	10,417
S4	10,117	10,168	10,385

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	10,531	10,035	496	4.7%	154	1.5%	83%	False	False	144,248
10	10,531	9,946	585	5.6%	182	1.7%	86%	False	False	147,804
20	10,531	9,506	1,025	9.8%	186	1.8%	92%	False	False	151,468
40	10,536	9,506	1,030	9.9%	191	1.8%	91%	False	False	121,799
60	11,053	9,506	1,547	14.8%	226	2.2%	61%	False	False	81,299
80	11,144	9,506	1,638	15.7%	198	1.9%	58%	False	False	60,989
100	11,144	9,506	1,638	15.7%	168	1.6%	58%	False	False	48,794
120	11,144	9,506	1,638	15.7%	145	1.4%	58%	False	False	40,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,016
2.618	10,828
1.618	10,713
1.000	10,642
0.618	10,598
HIGH	10,527
0.618	10,483
0.500	10,470
0.382	10,456
LOW	10,412
0.618	10,341
1.000	10,297
1.618	10,226
2.618	10,111
4.250	9,923

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	10,470	10,447
PP	10,462	10,445
S1	10,455	10,444

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

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