mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	8,666	8,694	28	0.3%	8,086
High	8,708	8,810	102	1.2%	8,708
Low	8,611	8,667	56	0.7%	8,018
Close	8,697	8,805	108	1.2%	8,697
Range	97	143	46	47.4%	690
ATR	163	162	-1	-0.9%	0
Volume	123,736	102,843	-20,893	-16.9%	615,241

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,190	9,140	8,884
R3	9,047	8,997	8,844
R2	8,904	8,904	8,831
R1	8,854	8,854	8,818	8,879
PP	8,761	8,761	8,761	8,773
S1	8,711	8,711	8,792	8,736
S2	8,618	8,618	8,779
S3	8,475	8,568	8,766
S4	8,332	8,425	8,726

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,544	10,311	9,077
R3	9,854	9,621	8,887
R2	9,164	9,164	8,824
R1	8,931	8,931	8,760	9,048
PP	8,474	8,474	8,474	8,533
S1	8,241	8,241	8,634	8,358
S2	7,784	7,784	8,571
S3	7,094	7,551	8,507
S4	6,404	6,861	8,318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,810	8,231	579	6.6%	156	1.8%	99%	True	False	121,158
10	8,810	8,018	792	9.0%	158	1.8%	99%	True	False	127,502
20	8,810	8,018	792	9.0%	162	1.8%	99%	True	False	127,839
40	8,828	8,018	810	9.2%	164	1.9%	97%	False	False	82,300
60	8,828	7,805	1,023	11.6%	169	1.9%	98%	False	False	54,900
80	8,828	7,338	1,490	16.9%	180	2.0%	98%	False	False	41,190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,418
2.618	9,184
1.618	9,041
1.000	8,953
0.618	8,898
HIGH	8,810
0.618	8,755
0.500	8,739
0.382	8,722
LOW	8,667
0.618	8,579
1.000	8,524
1.618	8,436
2.618	8,293
4.250	8,059

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	8,783	8,756
PP	8,761	8,706
S1	8,739	8,657

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

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