mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	12,882	12,756	-126	-1.0%	12,714
High	12,884	12,756	-128	-1.0%	12,936
Low	12,751	12,521	-230	-1.8%	12,578
Close	12,773	12,645	-128	-1.0%	12,773
Range	133	235	102	76.7%	358
ATR	166	172	6	3.7%	0
Volume	119,046	145,126	26,080	21.9%	558,565

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,346	13,230	12,774
R3	13,111	12,995	12,710
R2	12,876	12,876	12,688
R1	12,760	12,760	12,667	12,701
PP	12,641	12,641	12,641	12,611
S1	12,525	12,525	12,624	12,466
S2	12,406	12,406	12,602
S3	12,171	12,290	12,581
S4	11,936	12,055	12,516

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,836	13,663	12,970
R3	13,478	13,305	12,872
R2	13,120	13,120	12,839
R1	12,947	12,947	12,806	13,034
PP	12,762	12,762	12,762	12,806
S1	12,589	12,589	12,740	12,676
S2	12,404	12,404	12,707
S3	12,046	12,231	12,675
S4	11,688	11,873	12,576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,936	12,521	415	3.3%	168	1.3%	30%	False	True	122,735
10	12,936	12,425	511	4.0%	170	1.3%	43%	False	False	123,376
20	12,936	12,376	560	4.4%	169	1.3%	48%	False	False	112,718
40	12,936	11,884	1,052	8.3%	181	1.4%	72%	False	False	97,497
60	13,213	11,884	1,329	10.5%	162	1.3%	57%	False	False	65,045
80	13,213	11,884	1,329	10.5%	140	1.1%	57%	False	False	48,785
100	13,213	11,884	1,329	10.5%	128	1.0%	57%	False	False	39,032
120	13,213	11,884	1,329	10.5%	111	0.9%	57%	False	False	32,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	13,755
2.618	13,371
1.618	13,136
1.000	12,991
0.618	12,901
HIGH	12,756
0.618	12,666
0.500	12,639
0.382	12,611
LOW	12,521
0.618	12,376
1.000	12,286
1.618	12,141
2.618	11,906
4.250	11,522

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	12,643	12,729
PP	12,641	12,701
S1	12,639	12,673

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

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