mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	8,917	8,990	73	0.8%	8,671
High	8,996	9,051	55	0.6%	8,996
Low	8,893	8,936	43	0.5%	8,610
Close	8,999	9,012	13	0.1%	8,999
Range	103	115	12	11.7%	386
ATR	140	138	-2	-1.3%	0
Volume	123	100	-23	-18.7%	630

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,345	9,293	9,075
R3	9,230	9,178	9,044
R2	9,115	9,115	9,033
R1	9,063	9,063	9,023	9,089
PP	9,000	9,000	9,000	9,013
S1	8,948	8,948	9,002	8,974
S2	8,885	8,885	8,991
S3	8,770	8,833	8,981
S4	8,655	8,718	8,949

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	9,051	8,702	349	3.9%	129	1.4%	89%	True	False	140
10	9,051	8,174	877	9.7%	137	1.5%	96%	True	False	101
20	9,051	7,961	1,090	12.1%	140	1.6%	96%	True	False	74

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	30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,540
2.618	9,352
1.618	9,237
1.000	9,166
0.618	9,122
HIGH	9,051
0.618	9,007
0.500	8,994
0.382	8,980
LOW	8,936
0.618	8,865
1.000	8,821
1.618	8,750
2.618	8,635
4.250	8,447

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	9,006	8,978
PP	9,000	8,944
S1	8,994	8,910

Download as Excel Spreadsheet

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

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