mini-sized Dow ($5) Future December 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	11,993	11,735	-258	-2.2%	12,500
High	12,010	11,785	-225	-1.9%	12,531
Low	11,718	11,587	-131	-1.1%	11,968
Close	11,734	11,747	13	0.1%	12,019
Range	292	198	-94	-32.2%	563
ATR	182	183	1	0.6%	0
Volume	260	194	-66	-25.4%	448

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,300	12,222	11,856
R3	12,102	12,024	11,802
R2	11,904	11,904	11,783
R1	11,826	11,826	11,765	11,865
PP	11,706	11,706	11,706	11,726
S1	11,628	11,628	11,729	11,667
S2	11,508	11,508	11,711
S3	11,310	11,430	11,693
S4	11,112	11,232	11,638

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,862	13,503	12,329
R3	13,299	12,940	12,174
R2	12,736	12,736	12,122
R1	12,377	12,377	12,071	12,275
PP	12,173	12,173	12,173	12,122
S1	11,814	11,814	11,968	11,712
S2	11,610	11,610	11,916
S3	11,047	11,251	11,864
S4	10,484	10,688	11,709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,258	11,587	671	5.7%	230	2.0%	24%	False	True	145
10	12,675	11,587	1,088	9.3%	209	1.8%	15%	False	True	129
20	12,675	11,587	1,088	9.3%	184	1.6%	15%	False	True	93
40	12,675	11,587	1,088	9.3%	148	1.3%	15%	False	True	90

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	40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,627
2.618	12,303
1.618	12,105
1.000	11,983
0.618	11,907
HIGH	11,785
0.618	11,709
0.500	11,686
0.382	11,663
LOW	11,587
0.618	11,465
1.000	11,389
1.618	11,267
2.618	11,069
4.250	10,746

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	11,727	11,900
PP	11,706	11,849
S1	11,686	11,798

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

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