mini-sized Dow ($5) Future September 2007

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Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary Previous Current 06-Jun-2007 07-Jun-2007 Change Change % Previous Week Open 13,738 13,587 -151 -1.1% 13,640 High 13,752 13,638 -114 -0.8% 13,826 Low 13,569 13,366 -203 -1.5% 13,595 Close 13,583 13,380 -203 -1.5% 13,811 Range 183 272 89 48.6% 231 ATR 97 110 12 12.8% 0 Volume 2,366 9,106 6,740 284.9% 6,366
Daily Pivots for day following 07-Jun-2007 Classic Woodie Camarilla DeMark R4 14,277 14,101 13,530 R3 14,005 13,829 13,455 R2 13,733 13,733 13,430 R1 13,557 13,557 13,405 13,509 PP 13,461 13,461 13,461 13,438 S1 13,285 13,285 13,355 13,237 S2 13,189 13,189 13,330 S3 12,917 13,013 13,305 S4 12,645 12,741 13,231	Weekly Pivots for week ending 01-Jun-2007 Classic Woodie Camarilla DeMark R4 14,437 14,355 13,938 R3 14,206 14,124 13,875 R2 13,975 13,975 13,853 R1 13,893 13,893 13,832 13,934 PP 13,744 13,744 13,744 13,765 S1 13,662 13,662 13,790 13,703 S2 13,513 13,513 13,769 S3 13,282 13,431 13,748 S4 13,051 13,200 13,684
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 13,826 13,366 460 3.4% 141 1.1% 3% False True 2,631 10 13,826 13,366 460 3.4% 131 1.0% 3% False True 1,961 20 13,826 13,355 471 3.5% 111 0.8% 5% False False 1,072 40 13,826 12,694 1,132 8.5% 91 0.7% 61% False False 558 60 13,826 12,320 1,506 11.3% 72 0.5% 70% False False 375
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 34 Widest range in 64 trading days	Fibonacci Retracements and Extensions 4.250 14,794 2.618 14,350 1.618 14,078 1.000 13,910 0.618 13,806 HIGH 13,638 0.618 13,534 0.500 13,502 0.382 13,470 LOW 13,366 0.618 13,198 1.000 13,094 1.618 12,926 2.618 12,654 4.250 12,210
Fisher Pivots for day following 07-Jun-2007 Pivot 1 day 3 day R1 13,502 13,589 PP 13,461 13,519 S1 13,421 13,450

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