mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	7,301	7,380	79	1.1%	7,146
High	7,350	7,698	348	4.7%	7,430
Low	7,180	7,367	187	2.6%	7,112
Close	7,180	7,670	490	6.8%	7,180
Range	170	331	161	94.7%	318
ATR	0	202	202		0
Volume	10	10	0	0.0%	43

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,571	8,452	7,852
R3	8,240	8,121	7,761
R2	7,909	7,909	7,731
R1	7,790	7,790	7,700	7,850
PP	7,578	7,578	7,578	7,608
S1	7,459	7,459	7,640	7,519
S2	7,247	7,247	7,609
S3	6,916	7,128	7,579
S4	6,585	6,797	7,488

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,195	8,005	7,355
R3	7,877	7,687	7,268
R2	7,559	7,559	7,238
R1	7,369	7,369	7,209	7,464
PP	7,241	7,241	7,241	7,288
S1	7,051	7,051	7,151	7,146
S2	6,923	6,923	7,122
S3	6,605	6,733	7,093
S4	6,287	6,415	7,005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,698	7,112	586	7.6%	194	2.5%	95%	True	False	10
10	7,698	6,610	1,088	14.2%	175	2.3%	97%	True	False	11

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	29
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	9,105
2.618	8,565
1.618	8,234
1.000	8,029
0.618	7,903
HIGH	7,698
0.618	7,572
0.500	7,533
0.382	7,494
LOW	7,367
0.618	7,163
1.000	7,036
1.618	6,832
2.618	6,501
4.250	5,960

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	7,624	7,593
PP	7,578	7,516
S1	7,533	7,439

Download as Excel Spreadsheet

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

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