mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	9,171	9,164	-7	-0.1%	9,061
High	9,246	9,344	98	1.1%	9,344
Low	9,114	9,136	22	0.2%	9,052
Close	9,171	9,268	97	1.1%	9,268
Range	132	208	76	57.6%	292
ATR	134	139	5	4.0%	0
Volume	92	110	18	19.6%	543

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,873	9,779	9,383
R3	9,665	9,571	9,325
R2	9,457	9,457	9,306
R1	9,363	9,363	9,287	9,410
PP	9,249	9,249	9,249	9,273
S1	9,155	9,155	9,249	9,202
S2	9,041	9,041	9,230
S3	8,833	8,947	9,211
S4	8,625	8,739	9,154

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,097	9,975	9,429
R3	9,805	9,683	9,348
R2	9,513	9,513	9,322
R1	9,391	9,391	9,295	9,452
PP	9,221	9,221	9,221	9,252
S1	9,099	9,099	9,241	9,160
S2	8,929	8,929	9,215
S3	8,637	8,807	9,188
S4	8,345	8,515	9,108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,344	9,052	292	3.2%	144	1.5%	74%	True	False	108
10	9,344	8,901	443	4.8%	136	1.5%	83%	True	False	105
20	9,344	7,961	1,383	14.9%	144	1.5%	95%	True	False	100
40	9,344	7,961	1,383	14.9%	137	1.5%	95%	True	False	68

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	10,228
2.618	9,889
1.618	9,681
1.000	9,552
0.618	9,473
HIGH	9,344
0.618	9,265
0.500	9,240
0.382	9,216
LOW	9,136
0.618	9,008
1.000	8,928
1.618	8,800
2.618	8,592
4.250	8,252

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	9,259	9,254
PP	9,249	9,240
S1	9,240	9,226

Download as Excel Spreadsheet

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

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