mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	8,437	8,495	58	0.7%	8,718
High	8,542	8,566	24	0.3%	8,720
Low	8,419	8,437	18	0.2%	8,406
Close	8,493	8,476	-17	-0.2%	8,476
Range	123	129	6	4.9%	314
ATR	166	163	-3	-1.6%	0
Volume	146,883	127,188	-19,695	-13.4%	632,934

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,880	8,807	8,547
R3	8,751	8,678	8,512
R2	8,622	8,622	8,500
R1	8,549	8,549	8,488	8,521
PP	8,493	8,493	8,493	8,479
S1	8,420	8,420	8,464	8,392
S2	8,364	8,364	8,452
S3	8,235	8,291	8,441
S4	8,106	8,162	8,405

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,476	9,290	8,649
R3	9,162	8,976	8,562
R2	8,848	8,848	8,534
R1	8,662	8,662	8,505	8,598
PP	8,534	8,534	8,534	8,502
S1	8,348	8,348	8,447	8,284
S2	8,220	8,220	8,419
S3	7,906	8,034	8,390
S4	7,592	7,720	8,303

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,720	8,406	314	3.7%	143	1.7%	22%	False	False	126,586
10	8,828	8,406	422	5.0%	146	1.7%	17%	False	False	72,894
20	8,828	8,138	690	8.1%	165	1.9%	49%	False	False	36,761
40	8,828	7,805	1,023	12.1%	172	2.0%	66%	False	False	18,431
60	8,828	7,338	1,490	17.6%	185	2.2%	76%	False	False	12,307

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,114
2.618	8,904
1.618	8,775
1.000	8,695
0.618	8,646
HIGH	8,566
0.618	8,517
0.500	8,502
0.382	8,486
LOW	8,437
0.618	8,357
1.000	8,308
1.618	8,228
2.618	8,099
4.250	7,889

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	8,502	8,486
PP	8,493	8,483
S1	8,485	8,479

Download as Excel Spreadsheet

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

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