mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	12,524	12,636	112	0.9%	12,714
High	12,675	12,876	201	1.6%	12,936
Low	12,472	12,584	112	0.9%	12,578
Close	12,637	12,825	188	1.5%	12,773
Range	203	292	89	43.8%	358
ATR	177	185	8	4.7%	0
Volume	132,355	157,812	25,457	19.2%	558,565

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,638	13,523	12,986
R3	13,346	13,231	12,905
R2	13,054	13,054	12,879
R1	12,939	12,939	12,852	12,997
PP	12,762	12,762	12,762	12,790
S1	12,647	12,647	12,798	12,705
S2	12,470	12,470	12,772
S3	12,178	12,355	12,745
S4	11,886	12,063	12,665

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	12,884	12,462	422	3.3%	214	1.7%	86%	False	False	139,177
10	12,936	12,462	474	3.7%	186	1.4%	77%	False	False	125,229
20	12,936	12,376	560	4.4%	183	1.4%	80%	False	False	117,257
40	12,936	11,884	1,052	8.2%	187	1.5%	89%	False	False	108,279
60	13,213	11,884	1,329	10.4%	171	1.3%	71%	False	False	72,240
80	13,213	11,884	1,329	10.4%	146	1.1%	71%	False	False	54,181
100	13,213	11,884	1,329	10.4%	133	1.0%	71%	False	False	43,349
120	13,213	11,884	1,329	10.4%	116	0.9%	71%	False	False	36,125

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	29
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	14,117
2.618	13,641
1.618	13,349
1.000	13,168
0.618	13,057
HIGH	12,876
0.618	12,765
0.500	12,730
0.382	12,696
LOW	12,584
0.618	12,404
1.000	12,292
1.618	12,112
2.618	11,820
4.250	11,343

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	12,793	12,773
PP	12,762	12,721
S1	12,730	12,669

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

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