mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	12,824	13,018	194	1.5%	12,756
High	13,061	13,072	11	0.1%	13,061
Low	12,811	12,983	172	1.3%	12,462
Close	13,033	13,001	-32	-0.2%	13,033
Range	250	89	-161	-64.4%	599
ATR	189	182	-7	-3.8%	0
Volume	151,369	104,687	-46,682	-30.8%	728,210

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,286	13,232	13,050
R3	13,197	13,143	13,026
R2	13,108	13,108	13,017
R1	13,054	13,054	13,009	13,037
PP	13,019	13,019	13,019	13,010
S1	12,965	12,965	12,993	12,948
S2	12,930	12,930	12,985
S3	12,841	12,876	12,977
S4	12,752	12,787	12,952

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	13,072	12,462	610	4.7%	209	1.6%	88%	True	False	137,554
10	13,072	12,462	610	4.7%	188	1.4%	88%	True	False	130,144
20	13,072	12,425	647	5.0%	172	1.3%	89%	True	False	114,084
40	13,072	11,884	1,188	9.1%	184	1.4%	94%	True	False	114,659
60	13,072	11,884	1,188	9.1%	173	1.3%	94%	True	False	76,507
80	13,213	11,884	1,329	10.2%	149	1.1%	84%	False	False	57,382
100	13,213	11,884	1,329	10.2%	135	1.0%	84%	False	False	45,910
120	13,213	11,884	1,329	10.2%	119	0.9%	84%	False	False	38,259

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	33
Narrowest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	13,450
2.618	13,305
1.618	13,216
1.000	13,161
0.618	13,127
HIGH	13,072
0.618	13,038
0.500	13,028
0.382	13,017
LOW	12,983
0.618	12,928
1.000	12,894
1.618	12,839
2.618	12,750
4.250	12,605

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	13,028	12,943
PP	13,019	12,886
S1	13,010	12,828

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

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