mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	12,240	12,042	-198	-1.6%	12,536
High	12,280	12,090	-190	-1.5%	12,604
Low	11,941	11,783	-158	-1.3%	12,029
Close	12,040	11,804	-236	-2.0%	12,088
Range	339	307	-32	-9.4%	575
ATR	186	195	9	4.7%	0
Volume	159,305	156,865	-2,440	-1.5%	604,766

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,813	12,616	11,973
R3	12,506	12,309	11,889
R2	12,199	12,199	11,860
R1	12,002	12,002	11,832	11,947
PP	11,892	11,892	11,892	11,865
S1	11,695	11,695	11,776	11,640
S2	11,585	11,585	11,748
S3	11,278	11,388	11,720
S4	10,971	11,081	11,635

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,965	13,602	12,404
R3	13,390	13,027	12,246
R2	12,815	12,815	12,194
R1	12,452	12,452	12,141	12,346
PP	12,240	12,240	12,240	12,188
S1	11,877	11,877	12,035	11,771
S2	11,665	11,665	11,983
S3	11,090	11,302	11,930
S4	10,515	10,727	11,772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,458	11,783	675	5.7%	243	2.1%	3%	False	True	143,932
10	12,749	11,783	966	8.2%	204	1.7%	2%	False	True	122,032
20	12,749	11,783	966	8.2%	190	1.6%	2%	False	True	121,096
40	12,749	11,767	982	8.3%	175	1.5%	4%	False	False	114,460
60	12,749	11,767	982	8.3%	165	1.4%	4%	False	False	76,377
80	12,803	11,767	1,036	8.8%	159	1.3%	4%	False	False	57,303

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,395
2.618	12,894
1.618	12,587
1.000	12,397
0.618	12,280
HIGH	12,090
0.618	11,973
0.500	11,937
0.382	11,900
LOW	11,783
0.618	11,593
1.000	11,476
1.618	11,286
2.618	10,979
4.250	10,478

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	11,937	12,032
PP	11,892	11,956
S1	11,848	11,880

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

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