mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 8,403 8,436 33 0.4% 8,173
High 8,481 8,467 -14 -0.2% 8,570
Low 8,327 8,231 -96 -1.2% 8,173
Close 8,436 8,294 -142 -1.7% 8,516
Range 154 236 82 53.2% 397
ATR 201 203 3 1.2% 0
Volume 134,384 177,864 43,480 32.4% 776,056
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 9,039 8,902 8,424
R3 8,803 8,666 8,359
R2 8,567 8,567 8,337
R1 8,430 8,430 8,316 8,381
PP 8,331 8,331 8,331 8,306
S1 8,194 8,194 8,272 8,145
S2 8,095 8,095 8,251
S3 7,859 7,958 8,229
S4 7,623 7,722 8,164
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 8,231 339 4.1% 194 2.3% 19% False True 172,055
10 8,570 8,047 523 6.3% 181 2.2% 47% False False 161,879
20 8,570 7,726 844 10.2% 196 2.4% 67% False False 168,187
40 8,570 7,199 1,371 16.5% 222 2.7% 80% False False 175,965
60 8,570 6,416 2,154 26.0% 235 2.8% 87% False False 125,989
80 8,570 6,416 2,154 26.0% 237 2.9% 87% False False 94,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,470
2.618 9,085
1.618 8,849
1.000 8,703
0.618 8,613
HIGH 8,467
0.618 8,377
0.500 8,349
0.382 8,321
LOW 8,231
0.618 8,085
1.000 7,995
1.618 7,849
2.618 7,613
4.250 7,228
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 8,349 8,370
PP 8,331 8,344
S1 8,312 8,319

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

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