mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	12,583	12,538	-45	-0.4%	12,827
High	12,651	12,564	-87	-0.7%	12,917
Low	12,469	12,425	-44	-0.4%	12,640
Close	12,536	12,502	-34	-0.3%	12,727
Range	182	139	-43	-23.6%	277
ATR	177	174	-3	-1.5%	0
Volume	136,182	125,958	-10,224	-7.5%	260,795

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,914	12,847	12,579
R3	12,775	12,708	12,540
R2	12,636	12,636	12,528
R1	12,569	12,569	12,515	12,533
PP	12,497	12,497	12,497	12,479
S1	12,430	12,430	12,489	12,394
S2	12,358	12,358	12,477
S3	12,219	12,291	12,464
S4	12,080	12,152	12,426

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	12,851	12,425	426	3.4%	171	1.4%	18%	False	True	131,067
10	12,917	12,376	541	4.3%	179	1.4%	23%	False	False	109,285
20	12,917	12,376	541	4.3%	174	1.4%	23%	False	False	120,595
40	12,917	11,884	1,033	8.3%	178	1.4%	60%	False	False	77,030
60	13,213	11,884	1,329	10.6%	149	1.2%	47%	False	False	51,369
80	13,213	11,884	1,329	10.6%	134	1.1%	47%	False	False	38,529
100	13,213	11,884	1,329	10.6%	119	1.0%	47%	False	False	30,827
120	13,213	11,884	1,329	10.6%	102	0.8%	47%	False	False	25,689

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 3 trading days

Fibonacci Retracements and Extensions
4.250	13,155
2.618	12,928
1.618	12,789
1.000	12,703
0.618	12,650
HIGH	12,564
0.618	12,511
0.500	12,495
0.382	12,478
LOW	12,425
0.618	12,339
1.000	12,286
1.618	12,200
2.618	12,061
4.250	11,834

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	12,500	12,596
PP	12,497	12,565
S1	12,495	12,533

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

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