mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	12,686	12,583	-103	-0.8%	12,827
High	12,767	12,651	-116	-0.9%	12,917
Low	12,543	12,469	-74	-0.6%	12,640
Close	12,585	12,536	-49	-0.4%	12,727
Range	224	182	-42	-18.8%	277
ATR	177	177	0	0.2%	0
Volume	151,052	136,182	-14,870	-9.8%	260,795

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,098	12,999	12,636
R3	12,916	12,817	12,586
R2	12,734	12,734	12,569
R1	12,635	12,635	12,553	12,594
PP	12,552	12,552	12,552	12,531
S1	12,453	12,453	12,519	12,412
S2	12,370	12,370	12,503
S3	12,188	12,271	12,486
S4	12,006	12,089	12,436

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,592	13,437	12,879
R3	13,315	13,160	12,803
R2	13,038	13,038	12,778
R1	12,883	12,883	12,753	12,822
PP	12,761	12,761	12,761	12,731
S1	12,606	12,606	12,702	12,545
S2	12,484	12,484	12,676
S3	12,207	12,329	12,651
S4	11,930	12,052	12,575

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,917	12,469	448	3.6%	170	1.4%	15%	False	True	105,937
10	12,917	12,376	541	4.3%	177	1.4%	30%	False	False	107,084
20	12,917	12,376	541	4.3%	174	1.4%	30%	False	False	121,885
40	12,917	11,884	1,033	8.2%	178	1.4%	63%	False	False	73,889
60	13,213	11,884	1,329	10.6%	148	1.2%	49%	False	False	49,270
80	13,213	11,884	1,329	10.6%	134	1.1%	49%	False	False	36,954
100	13,213	11,884	1,329	10.6%	119	0.9%	49%	False	False	29,567
120	13,213	11,884	1,329	10.6%	101	0.8%	49%	False	False	24,640

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	38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,425
2.618	13,128
1.618	12,946
1.000	12,833
0.618	12,764
HIGH	12,651
0.618	12,582
0.500	12,560
0.382	12,539
LOW	12,469
0.618	12,357
1.000	12,287
1.618	12,175
2.618	11,993
4.250	11,696

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	12,560	12,618
PP	12,552	12,591
S1	12,544	12,563

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

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