mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	8,283	8,258	-25	-0.3%	8,718
High	8,326	8,370	44	0.5%	8,720
Low	8,228	8,201	-27	-0.3%	8,406
Close	8,257	8,256	-1	0.0%	8,476
Range	98	169	71	72.4%	314
ATR	163	164	0	0.2%	0
Volume	138,109	136,598	-1,511	-1.1%	632,934

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,783	8,688	8,349
R3	8,614	8,519	8,303
R2	8,445	8,445	8,287
R1	8,350	8,350	8,272	8,313
PP	8,276	8,276	8,276	8,257
S1	8,181	8,181	8,241	8,144
S2	8,107	8,107	8,225
S3	7,938	8,012	8,210
S4	7,769	7,843	8,163

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	8,566	8,201	365	4.4%	151	1.8%	15%	False	True	131,688
10	8,828	8,201	627	7.6%	147	1.8%	9%	False	True	110,552
20	8,828	8,170	658	8.0%	160	1.9%	13%	False	False	55,948
40	8,828	7,900	928	11.2%	171	2.1%	38%	False	False	28,035
60	8,828	7,383	1,445	17.5%	183	2.2%	60%	False	False	18,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,088
2.618	8,813
1.618	8,644
1.000	8,539
0.618	8,475
HIGH	8,370
0.618	8,306
0.500	8,286
0.382	8,266
LOW	8,201
0.618	8,097
1.000	8,032
1.618	7,928
2.618	7,759
4.250	7,483

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	8,286	8,355
PP	8,276	8,322
S1	8,266	8,289

Download as Excel Spreadsheet

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

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