mini-sized Dow ($5) Future September 2011

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	11,376	11,159	-217	-1.9%	12,240
High	11,546	11,321	-225	-1.9%	12,280
Low	11,088	10,705	-383	-3.5%	11,088
Close	11,402	10,726	-676	-5.9%	11,402
Range	458	616	158	34.5%	1,192
ATR	242	274	33	13.4%	0
Volume	274,215	360,230	86,015	31.4%	1,060,408

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,765	12,362	11,065
R3	12,149	11,746	10,896
R2	11,533	11,533	10,839
R1	11,130	11,130	10,783	11,024
PP	10,917	10,917	10,917	10,864
S1	10,514	10,514	10,670	10,408
S2	10,301	10,301	10,613
S3	9,685	9,898	10,557
S4	9,069	9,282	10,387

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	12,090	10,705	1,385	12.9%	441	4.1%	2%	False	True	252,266
10	12,603	10,705	1,898	17.7%	329	3.1%	1%	False	True	193,117
20	12,749	10,705	2,044	19.1%	253	2.4%	1%	False	True	154,420
40	12,749	10,705	2,044	19.1%	208	1.9%	1%	False	True	138,523
60	12,749	10,705	2,044	19.1%	187	1.7%	1%	False	True	94,778
80	12,803	10,705	2,098	19.6%	176	1.6%	1%	False	True	71,105
100	12,803	10,705	2,098	19.6%	163	1.5%	1%	False	True	56,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	74
Widest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	13,939
2.618	12,934
1.618	12,318
1.000	11,937
0.618	11,702
HIGH	11,321
0.618	11,086
0.500	11,013
0.382	10,940
LOW	10,705
0.618	10,324
1.000	10,089
1.618	9,708
2.618	9,092
4.250	8,087

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	11,013	11,302
PP	10,917	11,110
S1	10,822	10,918

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

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