mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 8,436 8,288 -148 -1.8% 8,173
High 8,467 8,349 -118 -1.4% 8,570
Low 8,231 8,236 5 0.1% 8,173
Close 8,294 8,287 -7 -0.1% 8,516
Range 236 113 -123 -52.1% 397
ATR 203 197 -6 -3.2% 0
Volume 177,864 171,991 -5,873 -3.3% 776,056
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 8,630 8,571 8,349
R3 8,517 8,458 8,318
R2 8,404 8,404 8,308
R1 8,345 8,345 8,297 8,318
PP 8,291 8,291 8,291 8,277
S1 8,232 8,232 8,277 8,205
S2 8,178 8,178 8,266
S3 8,065 8,119 8,256
S4 7,952 8,006 8,225
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 8,552 8,231 321 3.9% 166 2.0% 17% False False 169,180
10 8,570 8,047 523 6.3% 173 2.1% 46% False False 161,924
20 8,570 7,726 844 10.2% 191 2.3% 66% False False 168,415
40 8,570 7,199 1,371 16.5% 217 2.6% 79% False False 175,795
60 8,570 6,416 2,154 26.0% 233 2.8% 87% False False 128,852
80 8,570 6,416 2,154 26.0% 232 2.8% 87% False False 96,654
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 47
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8,829
2.618 8,645
1.618 8,532
1.000 8,462
0.618 8,419
HIGH 8,349
0.618 8,306
0.500 8,293
0.382 8,279
LOW 8,236
0.618 8,166
1.000 8,123
1.618 8,053
2.618 7,940
4.250 7,756
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 8,293 8,356
PP 8,291 8,333
S1 8,289 8,310

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

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