mini-sized Dow ($5) Future September 2008

Trading Metrics calculated at close of trading on 31-Jul-2008

Day Change Summary
	Previous	Current
	30-Jul-2008	31-Jul-2008	Change	Change %	Previous Week
Open	11,375	11,580	205	1.8%	11,486
High	11,584	11,601	17	0.1%	11,682
Low	11,359	11,341	-18	-0.2%	11,305
Close	11,580	11,359	-221	-1.9%	11,316
Range	225	260	35	15.6%	377
ATR	230	232	2	0.9%	0
Volume	183,376	219,961	36,585	20.0%	871,537

Daily Pivots for day following 31-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,214	12,046	11,502
R3	11,954	11,786	11,431
R2	11,694	11,694	11,407
R1	11,526	11,526	11,383	11,480
PP	11,434	11,434	11,434	11,411
S1	11,266	11,266	11,335	11,220
S2	11,174	11,174	11,311
S3	10,914	11,006	11,288
S4	10,654	10,746	11,216

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,565	12,318	11,523
R3	12,188	11,941	11,420
R2	11,811	11,811	11,385
R1	11,564	11,564	11,351	11,499
PP	11,434	11,434	11,434	11,402
S1	11,187	11,187	11,282	11,122
S2	11,057	11,057	11,247
S3	10,680	10,810	11,212
S4	10,303	10,433	11,109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,601	11,101	500	4.4%	225	2.0%	52%	True	False	181,172
10	11,682	11,101	581	5.1%	220	1.9%	44%	False	False	187,232
20	11,682	10,812	870	7.7%	247	2.2%	63%	False	False	219,343
40	12,655	10,812	1,843	16.2%	229	2.0%	30%	False	False	176,844
60	13,139	10,812	2,327	20.5%	204	1.8%	24%	False	False	117,957
80	13,140	10,812	2,328	20.5%	196	1.7%	23%	False	False	88,483

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,706
2.618	12,282
1.618	12,022
1.000	11,861
0.618	11,762
HIGH	11,601
0.618	11,502
0.500	11,471
0.382	11,440
LOW	11,341
0.618	11,180
1.000	11,081
1.618	10,920
2.618	10,660
4.250	10,236

Fisher Pivots for day following 31-Jul-2008
Pivot	1 day	3 day
R1	11,471	11,356
PP	11,434	11,354
S1	11,396	11,351

Download as Excel Spreadsheet

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

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