mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	10,459	10,615	156	1.5%	10,390
High	10,643	10,629	-14	-0.1%	10,538
Low	10,448	10,550	102	1.0%	10,286
Close	10,617	10,594	-23	-0.2%	10,417
Range	195	79	-116	-59.5%	252
ATR	186	179	-8	-4.1%	0
Volume	151,104	101,252	-49,852	-33.0%	670,487

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,828	10,790	10,638
R3	10,749	10,711	10,616
R2	10,670	10,670	10,609
R1	10,632	10,632	10,601	10,612
PP	10,591	10,591	10,591	10,581
S1	10,553	10,553	10,587	10,533
S2	10,512	10,512	10,580
S3	10,433	10,474	10,572
S4	10,354	10,395	10,551

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,170	11,045	10,556
R3	10,918	10,793	10,486
R2	10,666	10,666	10,463
R1	10,541	10,541	10,440	10,604
PP	10,414	10,414	10,414	10,445
S1	10,289	10,289	10,394	10,352
S2	10,162	10,162	10,371
S3	9,910	10,037	10,348
S4	9,658	9,785	10,279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,643	10,286	357	3.4%	153	1.4%	86%	False	False	131,053
10	10,643	10,013	630	5.9%	164	1.5%	92%	False	False	141,011
20	10,643	9,613	1,030	9.7%	176	1.7%	95%	False	False	140,832
40	10,643	9,506	1,137	10.7%	184	1.7%	96%	False	False	134,920
60	10,859	9,506	1,353	12.8%	207	2.0%	80%	False	False	90,085
80	11,144	9,506	1,638	15.5%	202	1.9%	66%	False	False	67,584
100	11,144	9,506	1,638	15.5%	175	1.6%	66%	False	False	54,072
120	11,144	9,506	1,638	15.5%	149	1.4%	66%	False	False	45,061

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	37
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	10,965
2.618	10,836
1.618	10,757
1.000	10,708
0.618	10,678
HIGH	10,629
0.618	10,599
0.500	10,590
0.382	10,580
LOW	10,550
0.618	10,501
1.000	10,471
1.618	10,422
2.618	10,343
4.250	10,214

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	10,593	10,551
PP	10,591	10,508
S1	10,590	10,465

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

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