mini-sized Dow ($5) Future June 2010

Trading Metrics calculated at close of trading on 01-Jun-2010

Day Change Summary
	Previous	Current
	28-May-2010	01-Jun-2010	Change	Change %	Previous Week
Open	10,234	10,126	-108	-1.1%	10,168
High	10,277	10,211	-66	-0.6%	10,277
Low	10,083	9,972	-111	-1.1%	9,757
Close	10,126	10,019	-107	-1.1%	10,126
Range	194	239	45	23.2%	520
ATR	252	251	-1	-0.4%	0
Volume	156,254	147,205	-9,049	-5.8%	906,853

Daily Pivots for day following 01-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,784	10,641	10,151
R3	10,545	10,402	10,085
R2	10,306	10,306	10,063
R1	10,163	10,163	10,041	10,115
PP	10,067	10,067	10,067	10,044
S1	9,924	9,924	9,997	9,876
S2	9,828	9,828	9,975
S3	9,589	9,685	9,953
S4	9,350	9,446	9,888

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,613	11,390	10,412
R3	11,093	10,870	10,269
R2	10,573	10,573	10,221
R1	10,350	10,350	10,174	10,202
PP	10,053	10,053	10,053	9,979
S1	9,830	9,830	10,078	9,682
S2	9,533	9,533	10,031
S3	9,013	9,310	9,983
S4	8,493	8,790	9,840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,277	9,757	520	5.2%	277	2.8%	50%	False	False	162,852
10	10,698	9,757	941	9.4%	269	2.7%	28%	False	False	195,924
20	11,115	9,757	1,358	13.6%	302	3.0%	19%	False	False	200,687
40	11,206	9,757	1,449	14.5%	211	2.1%	18%	False	False	164,320
60	11,206	9,757	1,449	14.5%	171	1.7%	18%	False	False	136,912
80	11,206	9,731	1,475	14.7%	161	1.6%	20%	False	False	102,772
100	11,206	9,731	1,475	14.7%	159	1.6%	20%	False	False	82,237

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	63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,227
2.618	10,837
1.618	10,598
1.000	10,450
0.618	10,359
HIGH	10,211
0.618	10,120
0.500	10,092
0.382	10,063
LOW	9,972
0.618	9,824
1.000	9,733
1.618	9,585
2.618	9,346
4.250	8,956

Fisher Pivots for day following 01-Jun-2010
Pivot	1 day	3 day
R1	10,092	10,053
PP	10,067	10,041
S1	10,043	10,030

Download as Excel Spreadsheet

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

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