mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 15-Jun-2009

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	8,696	8,718	22	0.3%	8,634
High	8,757	8,720	-37	-0.4%	8,828
Low	8,650	8,521	-129	-1.5%	8,574
Close	8,738	8,564	-174	-2.0%	8,738
Range	107	199	92	86.0%	254
ATR	172	176	3	1.8%	0
Volume	81,497	103,122	21,625	26.5%	96,012

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,199	9,080	8,674
R3	9,000	8,881	8,619
R2	8,801	8,801	8,601
R1	8,682	8,682	8,582	8,642
PP	8,602	8,602	8,602	8,582
S1	8,483	8,483	8,546	8,443
S2	8,403	8,403	8,528
S3	8,204	8,284	8,509
S4	8,005	8,085	8,455

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,475	9,361	8,878
R3	9,221	9,107	8,808
R2	8,967	8,967	8,785
R1	8,853	8,853	8,761	8,910
PP	8,713	8,713	8,713	8,742
S1	8,599	8,599	8,715	8,656
S2	8,459	8,459	8,692
S3	8,205	8,345	8,668
S4	7,951	8,091	8,598

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,828	8,521	307	3.6%	152	1.8%	14%	False	True	39,457
10	8,828	8,521	307	3.6%	152	1.8%	14%	False	True	20,342
20	8,828	8,122	706	8.2%	179	2.1%	63%	False	False	10,299
40	8,828	7,677	1,151	13.4%	181	2.1%	77%	False	False	5,193
60	8,828	7,180	1,648	19.2%	193	2.2%	84%	False	False	3,480

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	42
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,566
2.618	9,241
1.618	9,042
1.000	8,919
0.618	8,843
HIGH	8,720
0.618	8,644
0.500	8,621
0.382	8,597
LOW	8,521
0.618	8,398
1.000	8,322
1.618	8,199
2.618	8,000
4.250	7,675

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	8,621	8,675
PP	8,602	8,638
S1	8,583	8,601

Download as Excel Spreadsheet

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

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