mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	13,018	12,999	-19	-0.1%	12,756
High	13,072	13,056	-16	-0.1%	13,061
Low	12,983	12,933	-50	-0.4%	12,462
Close	13,001	12,949	-52	-0.4%	13,033
Range	89	123	34	38.2%	599
ATR	182	178	-4	-2.3%	0
Volume	104,687	104,423	-264	-0.3%	728,210

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,348	13,272	13,017
R3	13,225	13,149	12,983
R2	13,102	13,102	12,972
R1	13,026	13,026	12,960	13,003
PP	12,979	12,979	12,979	12,968
S1	12,903	12,903	12,938	12,880
S2	12,856	12,856	12,927
S3	12,733	12,780	12,915
S4	12,610	12,657	12,881

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	12,472	600	4.6%	192	1.5%	80%	False	False	130,129
10	13,072	12,462	610	4.7%	182	1.4%	80%	False	False	127,695
20	13,072	12,425	647	5.0%	172	1.3%	81%	False	False	113,430
40	13,072	11,961	1,111	8.6%	183	1.4%	89%	False	False	117,210
60	13,072	11,884	1,188	9.2%	174	1.3%	90%	False	False	78,247
80	13,213	11,884	1,329	10.3%	151	1.2%	80%	False	False	58,687
100	13,213	11,884	1,329	10.3%	135	1.0%	80%	False	False	46,954
120	13,213	11,884	1,329	10.3%	120	0.9%	80%	False	False	39,129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,579
2.618	13,378
1.618	13,255
1.000	13,179
0.618	13,132
HIGH	13,056
0.618	13,009
0.500	12,995
0.382	12,980
LOW	12,933
0.618	12,857
1.000	12,810
1.618	12,734
2.618	12,611
4.250	12,410

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	12,995	12,947
PP	12,979	12,944
S1	12,964	12,942

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

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