mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	8,705	8,691	-14	-0.2%	8,451
High	8,744	8,805	61	0.7%	8,809
Low	8,666	8,585	-81	-0.9%	8,416
Close	8,686	8,700	14	0.2%	8,705
Range	78	220	142	182.1%	393
ATR	176	179	3	1.8%	0
Volume	2,149	3,804	1,655	77.0%	5,064

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,357	9,248	8,821
R3	9,137	9,028	8,761
R2	8,917	8,917	8,740
R1	8,808	8,808	8,720	8,863
PP	8,697	8,697	8,697	8,724
S1	8,588	8,588	8,680	8,643
S2	8,477	8,477	8,660
S3	8,257	8,368	8,640
S4	8,037	8,148	8,579

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	8,572	237	2.7%	154	1.8%	54%	False	False	2,026
10	8,809	8,170	639	7.3%	172	2.0%	83%	False	False	1,344
20	8,809	8,122	687	7.9%	181	2.1%	84%	False	False	750
40	8,809	7,677	1,132	13.0%	182	2.1%	90%	False	False	414
60	8,809	7,112	1,697	19.5%	193	2.2%	94%	False	False	292

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	9,740
2.618	9,381
1.618	9,161
1.000	9,025
0.618	8,941
HIGH	8,805
0.618	8,721
0.500	8,695
0.382	8,669
LOW	8,585
0.618	8,449
1.000	8,365
1.618	8,229
2.618	8,009
4.250	7,650

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	8,698	8,697
PP	8,697	8,693
S1	8,695	8,690

Download as Excel Spreadsheet

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

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