mini-sized Dow ($5) Future December 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	8,583	8,671	88	1.0%	8,000
High	8,643	8,743	100	1.2%	8,643
Low	8,553	8,610	57	0.7%	7,961
Close	8,635	8,743	108	1.3%	8,635
Range	90	133	43	47.8%	682
ATR	143	142	-1	-0.5%	0
Volume	57	26	-31	-54.4%	316

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,098	9,053	8,816
R3	8,965	8,920	8,780
R2	8,832	8,832	8,768
R1	8,787	8,787	8,755	8,810
PP	8,699	8,699	8,699	8,710
S1	8,654	8,654	8,731	8,677
S2	8,566	8,566	8,719
S3	8,433	8,521	8,707
S4	8,300	8,388	8,670

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,459	10,229	9,010
R3	9,777	9,547	8,823
R2	9,095	9,095	8,760
R1	8,865	8,865	8,698	8,980
PP	8,413	8,413	8,413	8,471
S1	8,183	8,183	8,573	8,298
S2	7,731	7,731	8,510
S3	7,049	7,501	8,448
S4	6,367	6,819	8,260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,743	8,174	569	6.5%	145	1.7%	100%	True	False	61
10	8,743	7,961	782	8.9%	148	1.7%	100%	True	False	54
20	8,743	7,961	782	8.9%	148	1.7%	100%	True	False	47

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	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,308
2.618	9,091
1.618	8,958
1.000	8,876
0.618	8,825
HIGH	8,743
0.618	8,692
0.500	8,677
0.382	8,661
LOW	8,610
0.618	8,528
1.000	8,477
1.618	8,395
2.618	8,262
4.250	8,045

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	8,721	8,693
PP	8,699	8,642
S1	8,677	8,592

Download as Excel Spreadsheet

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

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