mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	10,591	10,639	48	0.5%	10,390
High	10,660	10,664	4	0.0%	10,538
Low	10,551	10,569	18	0.2%	10,286
Close	10,635	10,635	0	0.0%	10,417
Range	109	95	-14	-12.8%	252
ATR	174	168	-6	-3.2%	0
Volume	105,667	83,313	-22,354	-21.2%	670,487

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,908	10,866	10,687
R3	10,813	10,771	10,661
R2	10,718	10,718	10,653
R1	10,676	10,676	10,644	10,650
PP	10,623	10,623	10,623	10,609
S1	10,581	10,581	10,626	10,555
S2	10,528	10,528	10,618
S3	10,433	10,486	10,609
S4	10,338	10,391	10,583

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	10,664	10,286	378	3.6%	131	1.2%	92%	True	False	120,161
10	10,664	10,235	429	4.0%	135	1.3%	93%	True	False	126,608
20	10,664	9,946	718	6.8%	160	1.5%	96%	True	False	134,083
40	10,664	9,506	1,158	10.9%	177	1.7%	97%	True	False	139,502
60	10,859	9,506	1,353	12.7%	201	1.9%	83%	False	False	93,225
80	11,144	9,506	1,638	15.4%	203	1.9%	69%	False	False	69,946
100	11,144	9,506	1,638	15.4%	177	1.7%	69%	False	False	55,962
120	11,144	9,506	1,638	15.4%	150	1.4%	69%	False	False	46,636

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,068
2.618	10,913
1.618	10,818
1.000	10,759
0.618	10,723
HIGH	10,664
0.618	10,628
0.500	10,617
0.382	10,605
LOW	10,569
0.618	10,510
1.000	10,474
1.618	10,415
2.618	10,320
4.250	10,165

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	10,629	10,626
PP	10,623	10,616
S1	10,617	10,607

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

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