mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	8,010	8,000	-10	-0.1%	8,105
High	8,062	8,219	157	1.9%	8,235
Low	7,981	7,961	-20	-0.3%	7,978
Close	8,026	8,200	174	2.2%	8,026
Range	81	258	177	218.5%	257
ATR	128	137	9	7.3%	0
Volume	36	33	-3	-8.3%	277

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,901	8,808	8,342
R3	8,643	8,550	8,271
R2	8,385	8,385	8,247
R1	8,292	8,292	8,224	8,339
PP	8,127	8,127	8,127	8,150
S1	8,034	8,034	8,176	8,081
S2	7,869	7,869	8,153
S3	7,611	7,776	8,129
S4	7,353	7,518	8,058

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,851	8,695	8,167
R3	8,594	8,438	8,097
R2	8,337	8,337	8,073
R1	8,181	8,181	8,050	8,131
PP	8,080	8,080	8,080	8,054
S1	7,924	7,924	8,003	7,874
S2	7,823	7,823	7,979
S3	7,566	7,667	7,955
S4	7,309	7,410	7,885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,235	7,961	274	3.3%	151	1.8%	87%	False	True	47
10	8,466	7,961	505	6.2%	143	1.7%	47%	False	True	48
20	8,561	7,961	600	7.3%	137	1.7%	40%	False	True	37

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	9,316
2.618	8,895
1.618	8,637
1.000	8,477
0.618	8,379
HIGH	8,219
0.618	8,121
0.500	8,090
0.382	8,060
LOW	7,961
0.618	7,802
1.000	7,703
1.618	7,544
2.618	7,286
4.250	6,865

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	8,163	8,163
PP	8,127	8,127
S1	8,090	8,090

Download as Excel Spreadsheet

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

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