mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	12,756	12,646	-110	-0.9%	12,714
High	12,756	12,670	-86	-0.7%	12,936
Low	12,521	12,462	-59	-0.5%	12,578
Close	12,645	12,524	-121	-1.0%	12,773
Range	235	208	-27	-11.5%	358
ATR	172	174	3	1.5%	0
Volume	145,126	141,548	-3,578	-2.5%	558,565

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,176	13,058	12,639
R3	12,968	12,850	12,581
R2	12,760	12,760	12,562
R1	12,642	12,642	12,543	12,597
PP	12,552	12,552	12,552	12,530
S1	12,434	12,434	12,505	12,389
S2	12,344	12,344	12,486
S3	12,136	12,226	12,467
S4	11,928	12,018	12,410

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	12,462	474	3.8%	172	1.4%	13%	False	True	125,262
10	12,936	12,425	511	4.1%	169	1.3%	19%	False	False	122,426
20	12,936	12,376	560	4.5%	170	1.4%	26%	False	False	113,779
40	12,936	11,884	1,052	8.4%	182	1.4%	61%	False	False	101,033
60	13,213	11,884	1,329	10.6%	164	1.3%	48%	False	False	67,404
80	13,213	11,884	1,329	10.6%	142	1.1%	48%	False	False	50,554
100	13,213	11,884	1,329	10.6%	129	1.0%	48%	False	False	40,448
120	13,213	11,884	1,329	10.6%	113	0.9%	48%	False	False	33,707

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	28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,554
2.618	13,215
1.618	13,007
1.000	12,878
0.618	12,799
HIGH	12,670
0.618	12,591
0.500	12,566
0.382	12,542
LOW	12,462
0.618	12,334
1.000	12,254
1.618	12,126
2.618	11,918
4.250	11,578

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	12,566	12,673
PP	12,552	12,623
S1	12,538	12,574

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

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