mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	8,458	8,397	-61	-0.7%	8,461
High	8,505	8,527	22	0.3%	8,509
Low	8,334	8,380	46	0.6%	8,194
Close	8,394	8,448	54	0.6%	8,373
Range	171	147	-24	-14.0%	315
ATR	163	162	-1	-0.7%	0
Volume	96,800	134,283	37,483	38.7%	689,450

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,893	8,817	8,529
R3	8,746	8,670	8,489
R2	8,599	8,599	8,475
R1	8,523	8,523	8,462	8,561
PP	8,452	8,452	8,452	8,471
S1	8,376	8,376	8,435	8,414
S2	8,305	8,305	8,421
S3	8,158	8,229	8,408
S4	8,011	8,082	8,367

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,304	9,153	8,546
R3	8,989	8,838	8,460
R2	8,674	8,674	8,431
R1	8,523	8,523	8,402	8,441
PP	8,359	8,359	8,359	8,318
S1	8,208	8,208	8,344	8,126
S2	8,044	8,044	8,315
S3	7,729	7,893	8,287
S4	7,414	7,578	8,200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,527	8,194	333	3.9%	161	1.9%	76%	True	False	129,480
10	8,566	8,194	372	4.4%	156	1.8%	68%	False	False	130,584
20	8,828	8,194	634	7.5%	152	1.8%	40%	False	False	88,152
40	8,828	8,122	706	8.4%	170	2.0%	46%	False	False	44,210
60	8,828	7,614	1,214	14.4%	177	2.1%	69%	False	False	29,496
80	8,828	6,610	2,218	26.3%	183	2.2%	83%	False	False	22,131

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	42
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,152
2.618	8,912
1.618	8,765
1.000	8,674
0.618	8,618
HIGH	8,527
0.618	8,471
0.500	8,454
0.382	8,436
LOW	8,380
0.618	8,289
1.000	8,233
1.618	8,142
2.618	7,995
4.250	7,755

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	8,454	8,440
PP	8,452	8,432
S1	8,450	8,424

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

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