mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	8,204	8,410	206	2.5%	8,358
High	8,370	8,410	40	0.5%	8,423
Low	8,143	8,289	146	1.8%	8,143
Close	8,356	8,315	-41	-0.5%	8,315
Range	227	121	-106	-46.7%	280
ATR	0	125	125		0
Volume	26	56	30	115.4%	147

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,701	8,629	8,382
R3	8,580	8,508	8,348
R2	8,459	8,459	8,337
R1	8,387	8,387	8,326	8,363
PP	8,338	8,338	8,338	8,326
S1	8,266	8,266	8,304	8,242
S2	8,217	8,217	8,293
S3	8,096	8,145	8,282
S4	7,975	8,024	8,249

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,134	9,004	8,469
R3	8,854	8,724	8,392
R2	8,574	8,574	8,366
R1	8,444	8,444	8,341	8,369
PP	8,294	8,294	8,294	8,256
S1	8,164	8,164	8,289	8,089
S2	8,014	8,014	8,264
S3	7,734	7,884	8,238
S4	7,454	7,604	8,161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,423	8,143	280	3.4%	172	2.1%	61%	False	False	29
10	8,616	8,143	473	5.7%	127	1.5%	36%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	True
Stretch	24
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	8,924
2.618	8,727
1.618	8,606
1.000	8,531
0.618	8,485
HIGH	8,410
0.618	8,364
0.500	8,350
0.382	8,335
LOW	8,289
0.618	8,214
1.000	8,168
1.618	8,093
2.618	7,972
4.250	7,775

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	8,350	8,302
PP	8,338	8,289
S1	8,327	8,277

Download as Excel Spreadsheet

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

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