mini-sized Dow ($5) Future September 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	12,917	12,829	-88	-0.7%	13,018
High	13,030	13,080	50	0.4%	13,080
Low	12,721	12,813	92	0.7%	12,721
Close	12,831	13,055	224	1.7%	13,055
Range	309	267	-42	-13.6%	359
ATR	184	190	6	3.2%	0
Volume	161,519	109,320	-52,199	-32.3%	589,905

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,784	13,686	13,202
R3	13,517	13,419	13,129
R2	13,250	13,250	13,104
R1	13,152	13,152	13,080	13,201
PP	12,983	12,983	12,983	13,007
S1	12,885	12,885	13,031	12,934
S2	12,716	12,716	13,006
S3	12,449	12,618	12,982
S4	12,182	12,351	12,908

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,029	13,901	13,253
R3	13,670	13,542	13,154
R2	13,311	13,311	13,121
R1	13,183	13,183	13,088	13,247
PP	12,952	12,952	12,952	12,984
S1	12,824	12,824	13,022	12,888
S2	12,593	12,593	12,989
S3	12,234	12,465	12,956
S4	11,875	12,106	12,858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,080	12,721	359	2.7%	183	1.4%	93%	True	False	117,981
10	13,080	12,462	618	4.7%	211	1.6%	96%	True	False	131,811
20	13,080	12,425	655	5.0%	183	1.4%	96%	True	False	125,305
40	13,080	12,288	792	6.1%	187	1.4%	97%	True	False	125,710
60	13,080	11,884	1,196	9.2%	177	1.4%	98%	True	False	84,592
80	13,213	11,884	1,329	10.2%	156	1.2%	88%	False	False	63,447
100	13,213	11,884	1,329	10.2%	140	1.1%	88%	False	False	50,760
120	13,213	11,884	1,329	10.2%	126	1.0%	88%	False	False	42,302

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	41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,215
2.618	13,779
1.618	13,512
1.000	13,347
0.618	13,245
HIGH	13,080
0.618	12,978
0.500	12,947
0.382	12,915
LOW	12,813
0.618	12,648
1.000	12,546
1.618	12,381
2.618	12,114
4.250	11,678

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	13,019	13,004
PP	12,983	12,952
S1	12,947	12,901

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

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