mini-sized Dow ($5) Future September 2009

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

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	8,308	8,451	143	1.7%	8,218
High	8,493	8,686	193	2.3%	8,493
Low	8,296	8,416	120	1.4%	8,138
Close	8,429	8,631	202	2.4%	8,429
Range	197	270	73	37.1%	355
ATR	192	197	6	2.9%	0
Volume	334	774	440	131.7%	1,043

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,388	9,279	8,780
R3	9,118	9,009	8,705
R2	8,848	8,848	8,681
R1	8,739	8,739	8,656	8,794
PP	8,578	8,578	8,578	8,605
S1	8,469	8,469	8,606	8,524
S2	8,308	8,308	8,582
S3	8,038	8,199	8,557
S4	7,768	7,929	8,483

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,418	9,279	8,624
R3	9,063	8,924	8,527
R2	8,708	8,708	8,494
R1	8,569	8,569	8,462	8,639
PP	8,353	8,353	8,353	8,388
S1	8,214	8,214	8,397	8,284
S2	7,998	7,998	8,364
S3	7,643	7,859	8,332
S4	7,288	7,504	8,234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,686	8,138	548	6.3%	234	2.7%	90%	True	False	363
10	8,686	8,122	564	6.5%	206	2.4%	90%	True	False	255
20	8,686	8,122	564	6.5%	186	2.2%	90%	True	False	176
40	8,686	7,614	1,072	12.4%	192	2.2%	95%	True	False	122
60	8,686	6,415	2,271	26.3%	194	2.2%	98%	True	False	92

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,834
2.618	9,393
1.618	9,123
1.000	8,956
0.618	8,853
HIGH	8,686
0.618	8,583
0.500	8,551
0.382	8,519
LOW	8,416
0.618	8,249
1.000	8,146
1.618	7,979
2.618	7,709
4.250	7,269

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	8,604	8,563
PP	8,578	8,496
S1	8,551	8,428

Download as Excel Spreadsheet

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

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