mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	8,682	8,634	-48	-0.6%	8,451
High	8,809	8,759	-50	-0.6%	8,809
Low	8,637	8,574	-63	-0.7%	8,416
Close	8,705	8,703	-2	0.0%	8,705
Range	172	185	13	7.6%	393
ATR	184	184	0	0.0%	0
Volume	1,187	1,845	658	55.4%	5,064

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,234	9,153	8,805
R3	9,049	8,968	8,754
R2	8,864	8,864	8,737
R1	8,783	8,783	8,720	8,824
PP	8,679	8,679	8,679	8,699
S1	8,598	8,598	8,686	8,639
S2	8,494	8,494	8,669
S3	8,309	8,413	8,652
S4	8,124	8,228	8,601

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	8,529	280	3.2%	152	1.7%	62%	False	False	1,227
10	8,809	8,138	671	7.7%	193	2.2%	84%	False	False	795
20	8,809	8,122	687	7.9%	180	2.1%	85%	False	False	464
40	8,809	7,677	1,132	13.0%	183	2.1%	91%	False	False	269
60	8,809	7,039	1,770	20.3%	192	2.2%	94%	False	False	193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	9,545
2.618	9,243
1.618	9,058
1.000	8,944
0.618	8,873
HIGH	8,759
0.618	8,688
0.500	8,667
0.382	8,645
LOW	8,574
0.618	8,460
1.000	8,389
1.618	8,275
2.618	8,090
4.250	7,788

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	8,691	8,699
PP	8,679	8,695
S1	8,667	8,691

Download as Excel Spreadsheet

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

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