mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	11,816	11,376	-440	-3.7%	12,240
High	11,898	11,546	-352	-3.0%	12,280
Low	11,311	11,088	-223	-2.0%	11,088
Close	11,371	11,402	31	0.3%	11,402
Range	587	458	-129	-22.0%	1,192
ATR	225	242	17	7.4%	0
Volume	269,118	274,215	5,097	1.9%	1,060,408

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,719	12,519	11,654
R3	12,261	12,061	11,528
R2	11,803	11,803	11,486
R1	11,603	11,603	11,444	11,703
PP	11,345	11,345	11,345	11,396
S1	11,145	11,145	11,360	11,245
S2	10,887	10,887	11,318
S3	10,429	10,687	11,276
S4	9,971	10,229	11,150

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	15,166	14,476	12,058
R3	13,974	13,284	11,730
R2	12,782	12,782	11,621
R1	12,092	12,092	11,511	11,841
PP	11,590	11,590	11,590	11,465
S1	10,900	10,900	11,293	10,649
S2	10,398	10,398	11,184
S3	9,206	9,708	11,074
S4	8,014	8,516	10,747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,280	11,088	1,192	10.5%	386	3.4%	26%	False	True	212,081
10	12,604	11,088	1,516	13.3%	285	2.5%	21%	False	True	166,517
20	12,749	11,088	1,661	14.6%	231	2.0%	19%	False	True	142,747
40	12,749	11,088	1,661	14.6%	198	1.7%	19%	False	True	131,882
60	12,749	11,088	1,661	14.6%	180	1.6%	19%	False	True	88,775
80	12,803	11,088	1,715	15.0%	170	1.5%	18%	False	True	66,603

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	65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,493
2.618	12,745
1.618	12,287
1.000	12,004
0.618	11,829
HIGH	11,546
0.618	11,371
0.500	11,317
0.382	11,263
LOW	11,088
0.618	10,805
1.000	10,630
1.618	10,347
2.618	9,889
4.250	9,142

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	11,374	11,493
PP	11,345	11,463
S1	11,317	11,432

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

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