mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	12,042	11,809	-233	-1.9%	12,536
High	12,090	11,884	-206	-1.7%	12,604
Low	11,783	11,648	-135	-1.1%	12,029
Close	11,804	11,818	14	0.1%	12,088
Range	307	236	-71	-23.1%	575
ATR	195	197	3	1.5%	0
Volume	156,865	200,905	44,040	28.1%	604,766

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,491	12,391	11,948
R3	12,255	12,155	11,883
R2	12,019	12,019	11,861
R1	11,919	11,919	11,840	11,969
PP	11,783	11,783	11,783	11,809
S1	11,683	11,683	11,796	11,733
S2	11,547	11,547	11,775
S3	11,311	11,447	11,753
S4	11,075	11,211	11,688

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	12,332	11,648	684	5.8%	245	2.1%	25%	False	True	156,249
10	12,749	11,648	1,101	9.3%	220	1.9%	15%	False	True	133,221
20	12,749	11,648	1,101	9.3%	196	1.7%	15%	False	True	126,257
40	12,749	11,648	1,101	9.3%	178	1.5%	15%	False	True	119,463
60	12,749	11,648	1,101	9.3%	167	1.4%	15%	False	True	79,723
80	12,803	11,648	1,155	9.8%	160	1.4%	15%	False	True	59,814

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	50
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,887
2.618	12,502
1.618	12,266
1.000	12,120
0.618	12,030
HIGH	11,884
0.618	11,794
0.500	11,766
0.382	11,738
LOW	11,648
0.618	11,502
1.000	11,412
1.618	11,266
2.618	11,030
4.250	10,645

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	11,801	11,964
PP	11,783	11,915
S1	11,766	11,867

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

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