mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	11,735	11,776	41	0.3%	12,500
High	11,785	11,815	30	0.3%	12,531
Low	11,587	11,243	-344	-3.0%	11,968
Close	11,747	11,302	-445	-3.8%	12,019
Range	198	572	374	188.9%	563
ATR	183	211	28	15.2%	0
Volume	194	189	-5	-2.6%	448

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,169	12,808	11,617
R3	12,597	12,236	11,459
R2	12,025	12,025	11,407
R1	11,664	11,664	11,355	11,559
PP	11,453	11,453	11,453	11,401
S1	11,092	11,092	11,250	10,987
S2	10,881	10,881	11,197
S3	10,309	10,520	11,145
S4	9,737	9,948	10,988

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	12,213	11,243	970	8.6%	313	2.8%	6%	False	True	158
10	12,675	11,243	1,432	12.7%	243	2.1%	4%	False	True	144
20	12,675	11,243	1,432	12.7%	207	1.8%	4%	False	True	101
40	12,675	11,243	1,432	12.7%	161	1.4%	4%	False	True	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	14,246
2.618	13,313
1.618	12,741
1.000	12,387
0.618	12,169
HIGH	11,815
0.618	11,597
0.500	11,529
0.382	11,462
LOW	11,243
0.618	10,890
1.000	10,671
1.618	10,318
2.618	9,746
4.250	8,812

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	11,529	11,627
PP	11,453	11,518
S1	11,378	11,410

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

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