mini-sized Dow ($5) Future March 2007

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Trading Metrics calculated at close of trading on 24-Jul-2006
Day Change Summary Previous Current 21-Jul-2006 24-Jul-2006 Change Change % Previous Week Open 11,057 11,253 196 1.8% 10,948 High 11,057 11,253 196 1.8% 11,199 Low 11,057 11,253 196 1.8% 10,948 Close 11,057 11,253 196 1.8% 11,057 Range ATR 85 93 8 9.3% 0 Volume
Daily Pivots for day following 24-Jul-2006 Classic Woodie Camarilla DeMark R4 11,253 11,253 11,253 R3 11,253 11,253 11,253 R2 11,253 11,253 11,253 R1 11,253 11,253 11,253 11,253 PP 11,253 11,253 11,253 11,253 S1 11,253 11,253 11,253 11,253 S2 11,253 11,253 11,253 S3 11,253 11,253 11,253 S4 11,253 11,253 11,253	Weekly Pivots for week ending 21-Jul-2006 Classic Woodie Camarilla DeMark R4 11,821 11,690 11,195 R3 11,570 11,439 11,126 R2 11,319 11,319 11,103 R1 11,188 11,188 11,080 11,254 PP 11,068 11,068 11,068 11,101 S1 10,937 10,937 11,034 11,003 S2 10,817 10,817 11,011 S3 10,566 10,686 10,988 S4 10,315 10,435 10,919
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 11,253 11,017 236 2.1% 0 0.0% 100% True False 10 11,360 10,934 426 3.8% 0 0.0% 75% False False 20 11,440 10,934 506 4.5% 0 0.0% 63% False False 40 11,567 10,928 639 5.7% 0 0.0% 51% False False 60 11,944 10,928 1,016 9.0% 0 0.0% 32% False False 80 11,944 10,928 1,016 9.0% 0 0.0% 32% 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 11,253 2.618 11,253 1.618 11,253 1.000 11,253 0.618 11,253 HIGH 11,253 0.618 11,253 0.500 11,253 0.382 11,253 LOW 11,253 0.618 11,253 1.000 11,253 1.618 11,253 2.618 11,253 4.250 11,253
Fisher Pivots for day following 24-Jul-2006 Pivot 1 day 3 day R1 11,253 11,220 PP 11,253 11,188 S1 11,253 11,155

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