mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 20-May-2009

Day Change Summary
	Previous	Current
	19-May-2009	20-May-2009	Change	Change %	Previous Week
Open	8,424	8,355	-69	-0.8%	8,419
High	8,480	8,512	32	0.4%	8,439
Low	8,384	8,329	-55	-0.7%	8,151
Close	8,388	8,333	-55	-0.7%	8,209
Range	96	183	87	90.6%	288
ATR	186	186	0	-0.1%	0
Volume	175	108	-67	-38.3%	599

Daily Pivots for day following 20-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,940	8,820	8,434
R3	8,757	8,637	8,383
R2	8,574	8,574	8,367
R1	8,454	8,454	8,350	8,423
PP	8,391	8,391	8,391	8,376
S1	8,271	8,271	8,316	8,240
S2	8,208	8,208	8,300
S3	8,025	8,088	8,283
S4	7,842	7,905	8,232

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,130	8,958	8,368
R3	8,842	8,670	8,288
R2	8,554	8,554	8,262
R1	8,382	8,382	8,236	8,324
PP	8,266	8,266	8,266	8,238
S1	8,094	8,094	8,183	8,036
S2	7,978	7,978	8,156
S3	7,690	7,806	8,130
S4	7,402	7,518	8,051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,512	8,122	390	4.7%	172	2.1%	54%	True	False	133
10	8,512	8,122	390	4.7%	178	2.1%	54%	True	False	122
20	8,512	7,704	808	9.7%	178	2.1%	78%	True	False	96
40	8,512	7,338	1,174	14.1%	198	2.4%	85%	True	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,290
2.618	8,991
1.618	8,808
1.000	8,695
0.618	8,625
HIGH	8,512
0.618	8,442
0.500	8,421
0.382	8,399
LOW	8,329
0.618	8,216
1.000	8,146
1.618	8,033
2.618	7,850
4.250	7,551

Fisher Pivots for day following 20-May-2009
Pivot	1 day	3 day
R1	8,421	8,328
PP	8,391	8,322
S1	8,362	8,317

Download as Excel Spreadsheet

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

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