mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	12,780	12,866	86	0.7%	12,566
High	12,877	12,917	40	0.3%	12,834
Low	12,750	12,783	33	0.3%	12,376
Close	12,867	12,832	-35	-0.3%	12,808
Range	127	134	7	5.5%	458
ATR	179	176	-3	-1.8%	0
Volume	204	306	102	50.0%	660,466

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,246	13,173	12,906
R3	13,112	13,039	12,869
R2	12,978	12,978	12,857
R1	12,905	12,905	12,844	12,875
PP	12,844	12,844	12,844	12,829
S1	12,771	12,771	12,820	12,741
S2	12,710	12,710	12,808
S3	12,576	12,637	12,795
S4	12,442	12,503	12,758

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	12,917	12,376	541	4.2%	187	1.5%	84%	True	False	87,503
10	12,917	12,376	541	4.2%	177	1.4%	84%	True	False	106,919
20	12,917	12,288	629	4.9%	187	1.5%	86%	True	False	120,343
40	12,917	11,884	1,033	8.1%	172	1.3%	92%	True	False	60,666
60	13,213	11,884	1,329	10.4%	143	1.1%	71%	False	False	40,448
80	13,213	11,884	1,329	10.4%	127	1.0%	71%	False	False	30,341
100	13,213	11,884	1,329	10.4%	112	0.9%	71%	False	False	24,273
120	13,213	11,884	1,329	10.4%	95	0.7%	71%	False	False	20,228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,487
2.618	13,268
1.618	13,134
1.000	13,051
0.618	13,000
HIGH	12,917
0.618	12,866
0.500	12,850
0.382	12,834
LOW	12,783
0.618	12,700
1.000	12,649
1.618	12,566
2.618	12,432
4.250	12,214

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	12,850	12,828
PP	12,844	12,824
S1	12,838	12,821

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

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