mini-sized Dow ($5) Future March 2007

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Trading Metrics calculated at close of trading on 28-Jul-2006
Day Change Summary Previous Current 27-Jul-2006 28-Jul-2006 Change Change % Previous Week Open 11,320 11,405 85 0.8% 11,253 High 11,320 11,405 85 0.8% 11,405 Low 11,320 11,405 85 0.8% 11,253 Close 11,320 11,405 85 0.8% 11,405 Range ATR 79 79 0 0.5% 0 Volume
Daily Pivots for day following 28-Jul-2006 Classic Woodie Camarilla DeMark R4 11,405 11,405 11,405 R3 11,405 11,405 11,405 R2 11,405 11,405 11,405 R1 11,405 11,405 11,405 11,405 PP 11,405 11,405 11,405 11,405 S1 11,405 11,405 11,405 11,405 S2 11,405 11,405 11,405 S3 11,405 11,405 11,405 S4 11,405 11,405 11,405	Weekly Pivots for week ending 28-Jul-2006 Classic Woodie Camarilla DeMark R4 11,810 11,760 11,489 R3 11,658 11,608 11,447 R2 11,506 11,506 11,433 R1 11,456 11,456 11,419 11,481 PP 11,354 11,354 11,354 11,367 S1 11,304 11,304 11,391 11,329 S2 11,202 11,202 11,377 S3 11,050 11,152 11,363 S4 10,898 11,000 11,322
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 11,405 11,253 152 1.3% 0 0.0% 100% True False 10 11,405 10,948 457 4.0% 0 0.0% 100% True False 20 11,440 10,934 506 4.4% 0 0.0% 93% False False 40 11,518 10,928 590 5.2% 0 0.0% 81% False False 60 11,944 10,928 1,016 8.9% 0 0.0% 47% False False 80 11,944 10,928 1,016 8.9% 0 0.0% 47% False False
Crabel Price Patterns NR False 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 0	Fibonacci Retracements and Extensions 4.250 11,405 2.618 11,405 1.618 11,405 1.000 11,405 0.618 11,405 HIGH 11,405 0.618 11,405 0.500 11,405 0.382 11,405 LOW 11,405 0.618 11,405 1.000 11,405 1.618 11,405 2.618 11,405 4.250 11,405
Fisher Pivots for day following 28-Jul-2006 Pivot 1 day 3 day R1 11,405 11,386 PP 11,405 11,366 S1 11,405 11,347

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