mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	12,940	12,917	-23	-0.2%	12,756
High	13,023	13,030	7	0.1%	13,061
Low	12,895	12,721	-174	-1.3%	12,462
Close	12,923	12,831	-92	-0.7%	13,033
Range	128	309	181	141.4%	599
ATR	174	184	10	5.5%	0
Volume	109,956	161,519	51,563	46.9%	728,210

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,788	13,618	13,001
R3	13,479	13,309	12,916
R2	13,170	13,170	12,888
R1	13,000	13,000	12,859	12,931
PP	12,861	12,861	12,861	12,826
S1	12,691	12,691	12,803	12,622
S2	12,552	12,552	12,774
S3	12,243	12,382	12,746
S4	11,934	12,073	12,661

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	12,721	351	2.7%	180	1.4%	31%	False	True	126,390
10	13,072	12,462	610	4.8%	197	1.5%	60%	False	False	132,784
20	13,072	12,425	647	5.0%	181	1.4%	63%	False	False	126,979
40	13,072	12,288	784	6.1%	184	1.4%	69%	False	False	123,661
60	13,072	11,884	1,188	9.3%	175	1.4%	80%	False	False	82,770
80	13,213	11,884	1,329	10.4%	153	1.2%	71%	False	False	62,081
100	13,213	11,884	1,329	10.4%	138	1.1%	71%	False	False	49,669
120	13,213	11,884	1,329	10.4%	123	1.0%	71%	False	False	41,391

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	14,343
2.618	13,839
1.618	13,530
1.000	13,339
0.618	13,221
HIGH	13,030
0.618	12,912
0.500	12,876
0.382	12,839
LOW	12,721
0.618	12,530
1.000	12,412
1.618	12,221
2.618	11,912
4.250	11,408

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	12,876	12,889
PP	12,861	12,869
S1	12,846	12,850

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

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