mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	12,646	12,524	-122	-1.0%	12,714
High	12,670	12,675	5	0.0%	12,936
Low	12,462	12,472	10	0.1%	12,578
Close	12,524	12,637	113	0.9%	12,773
Range	208	203	-5	-2.4%	358
ATR	174	177	2	1.2%	0
Volume	141,548	132,355	-9,193	-6.5%	558,565

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,204	13,123	12,749
R3	13,001	12,920	12,693
R2	12,798	12,798	12,674
R1	12,717	12,717	12,656	12,758
PP	12,595	12,595	12,595	12,615
S1	12,514	12,514	12,619	12,555
S2	12,392	12,392	12,600
S3	12,189	12,311	12,581
S4	11,986	12,108	12,525

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%	176	1.4%	37%	False	False	130,321
10	12,936	12,425	511	4.0%	171	1.3%	41%	False	False	122,043
20	12,936	12,376	560	4.4%	174	1.4%	47%	False	False	114,564
40	12,936	11,884	1,052	8.3%	184	1.5%	72%	False	False	104,336
60	13,213	11,884	1,329	10.5%	168	1.3%	57%	False	False	69,610
80	13,213	11,884	1,329	10.5%	143	1.1%	57%	False	False	52,209
100	13,213	11,884	1,329	10.5%	130	1.0%	57%	False	False	41,771
120	13,213	11,884	1,329	10.5%	114	0.9%	57%	False	False	34,810

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	26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,538
2.618	13,207
1.618	13,004
1.000	12,878
0.618	12,801
HIGH	12,675
0.618	12,598
0.500	12,574
0.382	12,550
LOW	12,472
0.618	12,347
1.000	12,269
1.618	12,144
2.618	11,941
4.250	11,609

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	12,616	12,628
PP	12,595	12,618
S1	12,574	12,609

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

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