mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 8,288 8,293 5 0.1% 8,496
High 8,349 8,374 25 0.3% 8,508
Low 8,236 8,206 -30 -0.4% 8,206
Close 8,287 8,267 -20 -0.2% 8,267
Range 113 168 55 48.7% 302
ATR 197 195 -2 -1.1% 0
Volume 171,991 141,541 -30,450 -17.7% 796,418
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 8,786 8,695 8,360
R3 8,618 8,527 8,313
R2 8,450 8,450 8,298
R1 8,359 8,359 8,283 8,321
PP 8,282 8,282 8,282 8,263
S1 8,191 8,191 8,252 8,153
S2 8,114 8,114 8,236
S3 7,946 8,023 8,221
S4 7,778 7,855 8,175
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 9,233 9,052 8,433
R3 8,931 8,750 8,350
R2 8,629 8,629 8,322
R1 8,448 8,448 8,295 8,388
PP 8,327 8,327 8,327 8,297
S1 8,146 8,146 8,239 8,086
S2 8,025 8,025 8,212
S3 7,723 7,844 8,184
S4 7,421 7,542 8,101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,508 8,206 302 3.7% 162 2.0% 20% False True 159,283
10 8,570 8,173 397 4.8% 175 2.1% 24% False False 157,247
20 8,570 7,726 844 10.2% 193 2.3% 64% False False 166,059
40 8,570 7,199 1,371 16.6% 216 2.6% 78% False False 172,871
60 8,570 6,416 2,154 26.1% 233 2.8% 86% False False 131,207
80 8,570 6,416 2,154 26.1% 230 2.8% 86% False False 98,423
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,088
2.618 8,814
1.618 8,646
1.000 8,542
0.618 8,478
HIGH 8,374
0.618 8,310
0.500 8,290
0.382 8,270
LOW 8,206
0.618 8,102
1.000 8,038
1.618 7,934
2.618 7,766
4.250 7,492
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 8,290 8,337
PP 8,282 8,313
S1 8,275 8,290

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

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