mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	8,606	8,682	76	0.9%	8,451
High	8,686	8,809	123	1.4%	8,809
Low	8,572	8,637	65	0.8%	8,416
Close	8,674	8,705	31	0.4%	8,705
Range	114	172	58	50.9%	393
ATR	185	184	-1	-0.5%	0
Volume	1,148	1,187	39	3.4%	5,064

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,233	9,141	8,800
R3	9,061	8,969	8,752
R2	8,889	8,889	8,737
R1	8,797	8,797	8,721	8,843
PP	8,717	8,717	8,717	8,740
S1	8,625	8,625	8,689	8,671
S2	8,545	8,545	8,674
S3	8,373	8,453	8,658
S4	8,201	8,281	8,611

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,822	9,657	8,921
R3	9,429	9,264	8,813
R2	9,036	9,036	8,777
R1	8,871	8,871	8,741	8,954
PP	8,643	8,643	8,643	8,685
S1	8,478	8,478	8,669	8,561
S2	8,250	8,250	8,633
S3	7,857	8,085	8,597
S4	7,464	7,692	8,489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,809	8,416	393	4.5%	169	1.9%	74%	True	False	1,012
10	8,809	8,138	671	7.7%	185	2.1%	85%	True	False	629
20	8,809	8,122	687	7.9%	180	2.1%	85%	True	False	375
40	8,809	7,665	1,144	13.1%	186	2.1%	91%	True	False	224
60	8,809	6,805	2,004	23.0%	193	2.2%	95%	True	False	162

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	39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,540
2.618	9,259
1.618	9,087
1.000	8,981
0.618	8,915
HIGH	8,809
0.618	8,743
0.500	8,723
0.382	8,703
LOW	8,637
0.618	8,531
1.000	8,465
1.618	8,359
2.618	8,187
4.250	7,906

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	8,723	8,693
PP	8,717	8,681
S1	8,711	8,669

Download as Excel Spreadsheet

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

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