mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	8,781	8,917	136	1.5%	8,671
High	8,991	8,996	5	0.1%	8,996
Low	8,769	8,893	124	1.4%	8,610
Close	8,930	8,999	69	0.8%	8,999
Range	222	103	-119	-53.6%	386
ATR	143	140	-3	-2.0%	0
Volume	415	123	-292	-70.4%	630

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,272	9,238	9,056
R3	9,169	9,135	9,027
R2	9,066	9,066	9,018
R1	9,032	9,032	9,009	9,049
PP	8,963	8,963	8,963	8,971
S1	8,929	8,929	8,990	8,946
S2	8,860	8,860	8,980
S3	8,757	8,826	8,971
S4	8,654	8,723	8,942

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,026	9,899	9,211
R3	9,640	9,513	9,105
R2	9,254	9,254	9,070
R1	9,127	9,127	9,035	9,191
PP	8,868	8,868	8,868	8,900
S1	8,741	8,741	8,964	8,805
S2	8,482	8,482	8,928
S3	8,096	8,355	8,893
S4	7,710	7,969	8,787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,996	8,610	386	4.3%	133	1.5%	101%	True	False	126
10	8,996	7,961	1,035	11.5%	151	1.7%	100%	True	False	94
20	8,996	7,961	1,035	11.5%	142	1.6%	100%	True	False	71

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	29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,434
2.618	9,266
1.618	9,163
1.000	9,099
0.618	9,060
HIGH	8,996
0.618	8,957
0.500	8,945
0.382	8,932
LOW	8,893
0.618	8,829
1.000	8,790
1.618	8,726
2.618	8,623
4.250	8,455

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	8,981	8,957
PP	8,963	8,915
S1	8,945	8,873

Download as Excel Spreadsheet

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

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