mini-sized Dow ($5) Future June 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	8,684	8,720	36	0.4%	8,269
High	8,781	8,751	-30	-0.3%	8,556
Low	8,648	8,583	-65	-0.8%	8,194
Close	8,714	8,669	-45	-0.5%	8,488
Range	133	168	35	26.3%	362
ATR	200	197	-2	-1.1%	0
Volume	143,941	133,096	-10,845	-7.5%	659,658

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,172	9,088	8,762
R3	9,004	8,920	8,715
R2	8,836	8,836	8,700
R1	8,752	8,752	8,685	8,710
PP	8,668	8,668	8,668	8,647
S1	8,584	8,584	8,654	8,542
S2	8,500	8,500	8,638
S3	8,332	8,416	8,623
S4	8,164	8,248	8,577

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	6.4%	194	2.2%	80%	False	False	158,276
10	8,781	8,194	587	6.8%	199	2.3%	81%	False	False	155,701
20	8,781	8,176	605	7.0%	193	2.2%	81%	False	False	158,096
40	8,781	7,653	1,128	13.0%	195	2.2%	90%	False	False	161,302
60	8,781	6,461	2,320	26.8%	219	2.5%	95%	False	False	162,153
80	8,781	6,416	2,365	27.3%	225	2.6%	95%	False	False	121,700
100	8,781	6,416	2,365	27.3%	228	2.6%	95%	False	False	97,366

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,465
2.618	9,191
1.618	9,023
1.000	8,919
0.618	8,855
HIGH	8,751
0.618	8,687
0.500	8,667
0.382	8,647
LOW	8,583
0.618	8,479
1.000	8,415
1.618	8,311
2.618	8,143
4.250	7,869

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	8,668	8,655
PP	8,668	8,641
S1	8,667	8,627

Download as Excel Spreadsheet

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

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