mini-sized Dow ($5) Future June 2009

Trading Metrics calculated at close of trading on 11-May-2009

Day Change Summary
	Previous	Current
	08-May-2009	11-May-2009	Change	Change %	Previous Week
Open	8,385	8,496	111	1.3%	8,173
High	8,552	8,508	-44	-0.5%	8,570
Low	8,365	8,369	4	0.0%	8,173
Close	8,516	8,402	-114	-1.3%	8,516
Range	187	139	-48	-25.7%	397
ATR	209	205	-4	-2.1%	0
Volume	191,026	170,638	-20,388	-10.7%	776,056

Daily Pivots for day following 11-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,843	8,762	8,479
R3	8,704	8,623	8,440
R2	8,565	8,565	8,428
R1	8,484	8,484	8,415	8,455
PP	8,426	8,426	8,426	8,412
S1	8,345	8,345	8,389	8,316
S2	8,287	8,287	8,377
S3	8,148	8,206	8,364
S4	8,009	8,067	8,326

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,611	9,460	8,734
R3	9,214	9,063	8,625
R2	8,817	8,817	8,589
R1	8,666	8,666	8,553	8,742
PP	8,420	8,420	8,420	8,457
S1	8,269	8,269	8,480	8,345
S2	8,023	8,023	8,443
S3	7,626	7,872	8,407
S4	7,229	7,475	8,298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,570	8,287	283	3.4%	175	2.1%	41%	False	False	165,097
10	8,570	7,861	709	8.4%	187	2.2%	76%	False	False	163,743
20	8,570	7,726	844	10.0%	195	2.3%	80%	False	False	167,939
40	8,570	7,115	1,455	17.3%	224	2.7%	88%	False	False	177,692
60	8,570	6,416	2,154	25.6%	233	2.8%	92%	False	False	120,789
80	8,570	6,416	2,154	25.6%	235	2.8%	92%	False	False	90,602

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,099
2.618	8,872
1.618	8,733
1.000	8,647
0.618	8,594
HIGH	8,508
0.618	8,455
0.500	8,439
0.382	8,422
LOW	8,369
0.618	8,283
1.000	8,230
1.618	8,144
2.618	8,005
4.250	7,778

Fisher Pivots for day following 11-May-2009
Pivot	1 day	3 day
R1	8,439	8,443
PP	8,426	8,429
S1	8,414	8,416

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols