mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	8,937	8,985	48	0.5%	8,671
High	9,024	9,144	120	1.3%	8,996
Low	8,901	8,982	81	0.9%	8,610
Close	8,989	9,032	43	0.5%	8,999
Range	123	162	39	31.7%	386
ATR	136	138	2	1.4%	0
Volume	44	63	19	43.2%	630

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,539	9,447	9,121
R3	9,377	9,285	9,077
R2	9,215	9,215	9,062
R1	9,123	9,123	9,047	9,169
PP	9,053	9,053	9,053	9,076
S1	8,961	8,961	9,017	9,007
S2	8,891	8,891	9,002
S3	8,729	8,799	8,988
S4	8,567	8,637	8,943

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	9,144	8,893	251	2.8%	125	1.4%	55%	True	False	72
10	9,144	8,553	591	6.5%	128	1.4%	81%	True	False	92
20	9,144	7,961	1,183	13.1%	136	1.5%	91%	True	False	76

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	9,833
2.618	9,568
1.618	9,406
1.000	9,306
0.618	9,244
HIGH	9,144
0.618	9,082
0.500	9,063
0.382	9,044
LOW	8,982
0.618	8,882
1.000	8,820
1.618	8,720
2.618	8,558
4.250	8,294

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	9,063	9,029
PP	9,053	9,026
S1	9,042	9,023

Download as Excel Spreadsheet

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

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