mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	8,371	8,458	87	1.0%	8,461
High	8,476	8,505	29	0.3%	8,509
Low	8,320	8,334	14	0.2%	8,194
Close	8,458	8,394	-64	-0.8%	8,373
Range	156	171	15	9.6%	315
ATR	163	163	1	0.4%	0
Volume	111,240	96,800	-14,440	-13.0%	689,450

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,924	8,830	8,488
R3	8,753	8,659	8,441
R2	8,582	8,582	8,425
R1	8,488	8,488	8,410	8,450
PP	8,411	8,411	8,411	8,392
S1	8,317	8,317	8,378	8,279
S2	8,240	8,240	8,363
S3	8,069	8,146	8,347
S4	7,898	7,975	8,300

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,304	9,153	8,546
R3	8,989	8,838	8,460
R2	8,674	8,674	8,431
R1	8,523	8,523	8,402	8,441
PP	8,359	8,359	8,359	8,318
S1	8,208	8,208	8,344	8,126
S2	8,044	8,044	8,315
S3	7,729	7,893	8,287
S4	7,414	7,578	8,200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,505	8,194	311	3.7%	165	2.0%	64%	True	False	129,943
10	8,566	8,194	372	4.4%	151	1.8%	54%	False	False	129,719
20	8,828	8,194	634	7.6%	153	1.8%	32%	False	False	81,510
40	8,828	8,122	706	8.4%	168	2.0%	39%	False	False	40,855
60	8,828	7,614	1,214	14.5%	178	2.1%	64%	False	False	27,258
80	8,828	6,431	2,397	28.6%	183	2.2%	82%	False	False	20,453

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	45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,232
2.618	8,953
1.618	8,782
1.000	8,676
0.618	8,611
HIGH	8,505
0.618	8,440
0.500	8,420
0.382	8,399
LOW	8,334
0.618	8,228
1.000	8,163
1.618	8,057
2.618	7,886
4.250	7,607

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	8,420	8,413
PP	8,411	8,406
S1	8,403	8,400

Download as Excel Spreadsheet

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

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