mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 8,363 8,378 15 0.2% 8,037
High 8,410 8,479 69 0.8% 8,277
Low 8,311 8,287 -24 -0.3% 7,861
Close 8,382 8,471 89 1.1% 8,181
Range 99 192 93 93.9% 416
ATR 208 207 -1 -0.6% 0
Volume 151,874 125,587 -26,287 -17.3% 859,781
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 8,988 8,922 8,577
R3 8,796 8,730 8,524
R2 8,604 8,604 8,506
R1 8,538 8,538 8,489 8,571
PP 8,412 8,412 8,412 8,429
S1 8,346 8,346 8,454 8,379
S2 8,220 8,220 8,436
S3 8,028 8,154 8,418
S4 7,836 7,962 8,366
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 9,354 9,184 8,410
R3 8,938 8,768 8,296
R2 8,522 8,522 8,257
R1 8,352 8,352 8,219 8,437
PP 8,106 8,106 8,106 8,149
S1 7,936 7,936 8,143 8,021
S2 7,690 7,690 8,105
S3 7,274 7,520 8,067
S4 6,858 7,104 7,952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,479 8,047 432 5.1% 168 2.0% 98% True False 151,704
10 8,479 7,752 727 8.6% 191 2.3% 99% True False 166,322
20 8,479 7,653 826 9.8% 195 2.3% 99% True False 163,609
40 8,479 6,466 2,013 23.8% 232 2.7% 100% True False 167,291
60 8,479 6,416 2,063 24.4% 237 2.8% 100% True False 111,660
80 8,479 6,416 2,063 24.4% 238 2.8% 100% True False 83,753
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 43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,295
2.618 8,982
1.618 8,790
1.000 8,671
0.618 8,598
HIGH 8,479
0.618 8,406
0.500 8,383
0.382 8,360
LOW 8,287
0.618 8,168
1.000 8,095
1.618 7,976
2.618 7,784
4.250 7,471
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 8,442 8,423
PP 8,412 8,374
S1 8,383 8,326

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

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