mini-sized Dow ($5) Future September 2012

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

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	13,038	13,159	121	0.9%	13,249
High	13,162	13,186	24	0.2%	13,308
Low	13,011	13,101	90	0.7%	13,011
Close	13,156	13,107	-49	-0.4%	13,156
Range	151	85	-66	-43.7%	297
ATR	139	135	-4	-2.8%	0
Volume	106,092	74,989	-31,103	-29.3%	522,444

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,386	13,332	13,154
R3	13,301	13,247	13,131
R2	13,216	13,216	13,123
R1	13,162	13,162	13,115	13,147
PP	13,131	13,131	13,131	13,124
S1	13,077	13,077	13,099	13,062
S2	13,046	13,046	13,092
S3	12,961	12,992	13,084
S4	12,876	12,907	13,060

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	14,049	13,900	13,319
R3	13,752	13,603	13,238
R2	13,455	13,455	13,211
R1	13,306	13,306	13,183	13,232
PP	13,158	13,158	13,158	13,122
S1	13,009	13,009	13,129	12,935
S2	12,861	12,861	13,102
S3	12,564	12,712	13,074
S4	12,267	12,415	12,993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,308	13,011	297	2.3%	136	1.0%	32%	False	False	105,691
10	13,308	13,011	297	2.3%	107	0.8%	32%	False	False	92,639
20	13,308	12,721	587	4.5%	128	1.0%	66%	False	False	95,109
40	13,308	12,425	883	6.7%	150	1.1%	77%	False	False	104,596
60	13,308	11,884	1,424	10.9%	165	1.3%	86%	False	False	108,143
80	13,308	11,884	1,424	10.9%	162	1.2%	86%	False	False	81,157
100	13,308	11,884	1,424	10.9%	145	1.1%	86%	False	False	64,927
120	13,308	11,884	1,424	10.9%	133	1.0%	86%	False	False	54,110

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	13,547
2.618	13,409
1.618	13,324
1.000	13,271
0.618	13,239
HIGH	13,186
0.618	13,154
0.500	13,144
0.382	13,134
LOW	13,101
0.618	13,049
1.000	13,016
1.618	12,964
2.618	12,879
4.250	12,740

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	13,144	13,113
PP	13,131	13,111
S1	13,119	13,109

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

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