mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	12,530	12,827	297	2.4%	12,566
High	12,834	12,850	16	0.1%	12,834
Low	12,479	12,724	245	2.0%	12,376
Close	12,808	12,776	-32	-0.2%	12,808
Range	355	126	-229	-64.5%	458
ATR	187	183	-4	-2.3%	0
Volume	143,928	117,485	-26,443	-18.4%	660,466

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,161	13,095	12,845
R3	13,035	12,969	12,811
R2	12,909	12,909	12,799
R1	12,843	12,843	12,788	12,813
PP	12,783	12,783	12,783	12,769
S1	12,717	12,717	12,765	12,687
S2	12,657	12,657	12,753
S3	12,531	12,591	12,741
S4	12,405	12,465	12,707

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,047	13,885	13,060
R3	13,589	13,427	12,934
R2	13,131	13,131	12,892
R1	12,969	12,969	12,850	13,050
PP	12,673	12,673	12,673	12,713
S1	12,511	12,511	12,766	12,592
S2	12,215	12,215	12,724
S3	11,757	12,053	12,682
S4	11,299	11,595	12,556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,850	12,376	474	3.7%	185	1.4%	84%	True	False	131,524
10	12,850	12,376	474	3.7%	182	1.4%	84%	True	False	134,668
20	12,850	11,961	889	7.0%	194	1.5%	92%	True	False	120,989
40	12,890	11,884	1,006	7.9%	174	1.4%	89%	False	False	60,655
60	13,213	11,884	1,329	10.4%	144	1.1%	67%	False	False	40,440
80	13,213	11,884	1,329	10.4%	126	1.0%	67%	False	False	30,335
100	13,213	11,884	1,329	10.4%	110	0.9%	67%	False	False	24,268
120	13,213	11,884	1,329	10.4%	93	0.7%	67%	False	False	20,224

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	28
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,386
2.618	13,180
1.618	13,054
1.000	12,976
0.618	12,928
HIGH	12,850
0.618	12,802
0.500	12,787
0.382	12,772
LOW	12,724
0.618	12,646
1.000	12,598
1.618	12,520
2.618	12,394
4.250	12,189

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	12,787	12,722
PP	12,783	12,667
S1	12,780	12,613

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

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