mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	12,636	12,824	188	1.5%	12,756
High	12,876	13,061	185	1.4%	13,061
Low	12,584	12,811	227	1.8%	12,462
Close	12,825	13,033	208	1.6%	13,033
Range	292	250	-42	-14.4%	599
ATR	185	189	5	2.5%	0
Volume	157,812	151,369	-6,443	-4.1%	728,210

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,718	13,626	13,171
R3	13,468	13,376	13,102
R2	13,218	13,218	13,079
R1	13,126	13,126	13,056	13,172
PP	12,968	12,968	12,968	12,992
S1	12,876	12,876	13,010	12,922
S2	12,718	12,718	12,987
S3	12,468	12,626	12,964
S4	12,218	12,376	12,896

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,649	14,440	13,363
R3	14,050	13,841	13,198
R2	13,451	13,451	13,143
R1	13,242	13,242	13,088	13,347
PP	12,852	12,852	12,852	12,904
S1	12,643	12,643	12,978	12,748
S2	12,253	12,253	12,923
S3	11,654	12,044	12,868
S4	11,055	11,445	12,704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,061	12,462	599	4.6%	238	1.8%	95%	True	False	145,642
10	13,061	12,462	599	4.6%	189	1.4%	95%	True	False	128,677
20	13,061	12,425	636	4.9%	185	1.4%	96%	True	False	116,046
40	13,061	11,884	1,177	9.0%	189	1.5%	98%	True	False	112,057
60	13,152	11,884	1,268	9.7%	173	1.3%	91%	False	False	74,762
80	13,213	11,884	1,329	10.2%	148	1.1%	86%	False	False	56,073
100	13,213	11,884	1,329	10.2%	134	1.0%	86%	False	False	44,863
120	13,213	11,884	1,329	10.2%	118	0.9%	86%	False	False	37,386

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	30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,124
2.618	13,716
1.618	13,466
1.000	13,311
0.618	13,216
HIGH	13,061
0.618	12,966
0.500	12,936
0.382	12,907
LOW	12,811
0.618	12,657
1.000	12,561
1.618	12,407
2.618	12,157
4.250	11,749

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	13,001	12,944
PP	12,968	12,855
S1	12,936	12,767

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

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