mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	12,500	12,714	214	1.7%	12,708
High	12,723	12,718	-5	0.0%	12,767
Low	12,500	12,624	124	1.0%	12,425
Close	12,712	12,648	-64	-0.5%	12,712
Range	223	94	-129	-57.8%	342
ATR	178	172	-6	-3.4%	0
Volume	116,885	90,015	-26,870	-23.0%	629,424

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,945	12,891	12,700
R3	12,851	12,797	12,674
R2	12,757	12,757	12,665
R1	12,703	12,703	12,657	12,683
PP	12,663	12,663	12,663	12,654
S1	12,609	12,609	12,640	12,589
S2	12,569	12,569	12,631
S3	12,475	12,515	12,622
S4	12,381	12,421	12,596

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,661	13,528	12,900
R3	13,319	13,186	12,806
R2	12,977	12,977	12,775
R1	12,844	12,844	12,743	12,911
PP	12,635	12,635	12,635	12,668
S1	12,502	12,502	12,681	12,569
S2	12,293	12,293	12,649
S3	11,951	12,160	12,618
S4	11,609	11,818	12,524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,767	12,425	342	2.7%	173	1.4%	65%	False	False	124,018
10	12,917	12,425	492	3.9%	156	1.2%	45%	False	False	98,023
20	12,917	12,376	541	4.3%	172	1.4%	50%	False	False	117,166
40	12,917	11,884	1,033	8.2%	178	1.4%	74%	False	False	82,191
60	13,213	11,884	1,329	10.5%	151	1.2%	57%	False	False	54,817
80	13,213	11,884	1,329	10.5%	137	1.1%	57%	False	False	41,115
100	13,213	11,884	1,329	10.5%	121	1.0%	57%	False	False	32,896
120	13,213	11,884	1,329	10.5%	105	0.8%	57%	False	False	27,413

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	13,118
2.618	12,964
1.618	12,870
1.000	12,812
0.618	12,776
HIGH	12,718
0.618	12,682
0.500	12,671
0.382	12,660
LOW	12,624
0.618	12,566
1.000	12,530
1.618	12,472
2.618	12,378
4.250	12,225

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	12,671	12,623
PP	12,663	12,599
S1	12,656	12,574

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

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