mini-sized Dow ($5) Future June 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	8,508	8,502	-6	-0.1%	8,692
High	8,563	8,596	33	0.4%	8,880
Low	8,462	8,475	13	0.2%	8,627
Close	8,493	8,550	57	0.7%	8,790
Range	101	121	20	19.8%	253
ATR	175	171	-4	-2.2%	0
Volume	22,622	19,946	-2,676	-11.8%	643,075

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,903	8,848	8,617
R3	8,782	8,727	8,583
R2	8,661	8,661	8,572
R1	8,606	8,606	8,561	8,634
PP	8,540	8,540	8,540	8,554
S1	8,485	8,485	8,539	8,513
S2	8,419	8,419	8,528
S3	8,298	8,364	8,517
S4	8,177	8,243	8,484

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,525	9,410	8,929
R3	9,272	9,157	8,860
R2	9,019	9,019	8,837
R1	8,904	8,904	8,813	8,962
PP	8,766	8,766	8,766	8,794
S1	8,651	8,651	8,767	8,709
S2	8,513	8,513	8,744
S3	8,260	8,398	8,721
S4	8,007	8,145	8,651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,810	8,462	348	4.1%	140	1.6%	25%	False	False	37,785
10	8,900	8,462	438	5.1%	157	1.8%	20%	False	False	86,500
20	8,900	8,194	706	8.3%	175	2.0%	50%	False	False	120,794
40	8,900	7,752	1,148	13.4%	182	2.1%	70%	False	False	142,254
60	8,900	7,381	1,519	17.8%	198	2.3%	77%	False	False	153,444
80	8,900	6,416	2,484	29.1%	216	2.5%	86%	False	False	134,060
100	8,900	6,416	2,484	29.1%	217	2.5%	86%	False	False	107,269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,110
2.618	8,913
1.618	8,792
1.000	8,717
0.618	8,671
HIGH	8,596
0.618	8,550
0.500	8,536
0.382	8,521
LOW	8,475
0.618	8,400
1.000	8,354
1.618	8,279
2.618	8,158
4.250	7,961

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	8,545	8,561
PP	8,540	8,557
S1	8,536	8,554

Download as Excel Spreadsheet

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

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