mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	12,739	12,862	123	1.0%	12,708
High	12,867	12,936	69	0.5%	12,767
Low	12,686	12,835	149	1.2%	12,425
Close	12,860	12,880	20	0.2%	12,712
Range	181	101	-80	-44.2%	342
ATR	173	168	-5	-3.0%	0
Volume	107,062	113,531	6,469	6.0%	629,424

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,187	13,134	12,936
R3	13,086	13,033	12,908
R2	12,985	12,985	12,899
R1	12,932	12,932	12,889	12,959
PP	12,884	12,884	12,884	12,897
S1	12,831	12,831	12,871	12,858
S2	12,783	12,783	12,862
S3	12,682	12,730	12,852
S4	12,581	12,629	12,825

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	12,936	12,500	436	3.4%	158	1.2%	87%	True	False	111,280
10	12,936	12,425	511	4.0%	164	1.3%	89%	True	False	121,174
20	12,936	12,376	560	4.3%	171	1.3%	90%	True	False	114,046
40	12,936	11,884	1,052	8.2%	179	1.4%	95%	True	False	90,899
60	13,213	11,884	1,329	10.3%	157	1.2%	75%	False	False	60,642
80	13,213	11,884	1,329	10.3%	138	1.1%	75%	False	False	45,483
100	13,213	11,884	1,329	10.3%	126	1.0%	75%	False	False	36,391
120	13,213	11,884	1,329	10.3%	108	0.8%	75%	False	False	30,326

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	36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,365
2.618	13,201
1.618	13,100
1.000	13,037
0.618	12,999
HIGH	12,936
0.618	12,898
0.500	12,886
0.382	12,874
LOW	12,835
0.618	12,773
1.000	12,734
1.618	12,672
2.618	12,571
4.250	12,406

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	12,886	12,839
PP	12,884	12,798
S1	12,882	12,757

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

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