mini-sized Dow ($5) Future June 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	8,503	8,684	181	2.1%	8,269
High	8,744	8,781	37	0.4%	8,556
Low	8,472	8,648	176	2.1%	8,194
Close	8,688	8,714	26	0.3%	8,488
Range	272	133	-139	-51.1%	362
ATR	205	200	-5	-2.5%	0
Volume	146,422	143,941	-2,481	-1.7%	659,658

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,113	9,047	8,787
R3	8,980	8,914	8,751
R2	8,847	8,847	8,739
R1	8,781	8,781	8,726	8,814
PP	8,714	8,714	8,714	8,731
S1	8,648	8,648	8,702	8,681
S2	8,581	8,581	8,690
S3	8,448	8,515	8,678
S4	8,315	8,382	8,641

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,499	9,355	8,687
R3	9,137	8,993	8,588
R2	8,775	8,775	8,554
R1	8,631	8,631	8,521	8,703
PP	8,413	8,413	8,413	8,449
S1	8,269	8,269	8,455	8,341
S2	8,051	8,051	8,422
S3	7,689	7,907	8,389
S4	7,327	7,545	8,289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,781	8,230	551	6.3%	207	2.4%	88%	True	False	167,414
10	8,781	8,194	587	6.7%	193	2.2%	89%	True	False	156,336
20	8,781	8,176	605	6.9%	189	2.2%	89%	True	False	159,035
40	8,781	7,653	1,128	12.9%	197	2.3%	94%	True	False	162,054
60	8,781	6,416	2,365	27.1%	221	2.5%	97%	True	False	159,955
80	8,781	6,416	2,365	27.1%	227	2.6%	97%	True	False	120,037
100	8,781	6,416	2,365	27.1%	229	2.6%	97%	True	False	96,036

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	44
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9,346
2.618	9,129
1.618	8,996
1.000	8,914
0.618	8,863
HIGH	8,781
0.618	8,730
0.500	8,715
0.382	8,699
LOW	8,648
0.618	8,566
1.000	8,515
1.618	8,433
2.618	8,300
4.250	8,083

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	8,715	8,665
PP	8,714	8,616
S1	8,714	8,567

Download as Excel Spreadsheet

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

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