mini-sized Dow ($5) Future September 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	10,049	9,957	-92	-0.9%	10,202
High	10,106	10,146	40	0.4%	10,286
Low	9,947	9,920	-27	-0.3%	9,914
Close	9,967	10,141	174	1.7%	10,141
Range	159	226	67	42.1%	372
ATR	168	172	4	2.4%	0
Volume	146,083	158,453	12,370	8.5%	726,867

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,747	10,670	10,265
R3	10,521	10,444	10,203
R2	10,295	10,295	10,183
R1	10,218	10,218	10,162	10,257
PP	10,069	10,069	10,069	10,088
S1	9,992	9,992	10,120	10,031
S2	9,843	9,843	10,100
S3	9,617	9,766	10,079
S4	9,391	9,540	10,017

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,230	11,057	10,346
R3	10,858	10,685	10,243
R2	10,486	10,486	10,209
R1	10,313	10,313	10,175	10,214
PP	10,114	10,114	10,114	10,064
S1	9,941	9,941	10,107	9,842
S2	9,742	9,742	10,073
S3	9,370	9,569	10,039
S4	8,998	9,197	9,937

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,286	9,914	372	3.7%	177	1.7%	61%	False	False	145,373
10	10,456	9,914	542	5.3%	174	1.7%	42%	False	False	135,660
20	10,685	9,914	771	7.6%	162	1.6%	29%	False	False	126,115
40	10,685	9,506	1,179	11.6%	174	1.7%	54%	False	False	136,491
60	10,685	9,506	1,179	11.6%	182	1.8%	54%	False	False	127,812
80	10,859	9,506	1,353	13.3%	209	2.1%	47%	False	False	95,944
100	11,144	9,506	1,638	16.2%	193	1.9%	39%	False	False	76,768
120	11,144	9,506	1,638	16.2%	170	1.7%	39%	False	False	63,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	11,107
2.618	10,738
1.618	10,512
1.000	10,372
0.618	10,286
HIGH	10,146
0.618	10,060
0.500	10,033
0.382	10,006
LOW	9,920
0.618	9,780
1.000	9,694
1.618	9,554
2.618	9,328
4.250	8,960

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	10,105	10,104
PP	10,069	10,067
S1	10,033	10,030

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

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