mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	8,671	8,793	122	1.4%	8,000
High	8,743	8,818	75	0.9%	8,643
Low	8,610	8,702	92	1.1%	7,961
Close	8,743	8,824	81	0.9%	8,635
Range	133	116	-17	-12.8%	682
ATR	142	140	-2	-1.3%	0
Volume	26	29	3	11.5%	316

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,129	9,093	8,888
R3	9,013	8,977	8,856
R2	8,897	8,897	8,845
R1	8,861	8,861	8,835	8,879
PP	8,781	8,781	8,781	8,791
S1	8,745	8,745	8,813	8,763
S2	8,665	8,665	8,803
S3	8,549	8,629	8,792
S4	8,433	8,513	8,760

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	8,818	8,292	526	6.0%	149	1.7%	101%	True	False	52
10	8,818	7,961	857	9.7%	140	1.6%	101%	True	False	53
20	8,818	7,961	857	9.7%	146	1.7%	101%	True	False	47

Crabel Price Patterns
NR	True
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	33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,311
2.618	9,122
1.618	9,006
1.000	8,934
0.618	8,890
HIGH	8,818
0.618	8,774
0.500	8,760
0.382	8,746
LOW	8,702
0.618	8,630
1.000	8,586
1.618	8,514
2.618	8,398
4.250	8,209

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	8,803	8,778
PP	8,781	8,732
S1	8,760	8,686

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

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