mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 8,293 8,265 -28 -0.3% 8,496
High 8,374 8,489 115 1.4% 8,508
Low 8,206 8,176 -30 -0.4% 8,206
Close 8,267 8,470 203 2.5% 8,267
Range 168 313 145 86.3% 302
ATR 195 203 8 4.3% 0
Volume 141,541 166,069 24,528 17.3% 796,418
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 9,317 9,207 8,642
R3 9,004 8,894 8,556
R2 8,691 8,691 8,528
R1 8,581 8,581 8,499 8,636
PP 8,378 8,378 8,378 8,406
S1 8,268 8,268 8,441 8,323
S2 8,065 8,065 8,413
S3 7,752 7,955 8,384
S4 7,439 7,642 8,298
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 8,489 8,176 313 3.7% 197 2.3% 94% True True 158,369
10 8,570 8,176 394 4.7% 186 2.2% 75% False True 161,733
20 8,570 7,726 844 10.0% 194 2.3% 88% False False 167,199
40 8,570 7,225 1,345 15.9% 219 2.6% 93% False False 171,882
60 8,570 6,416 2,154 25.4% 235 2.8% 95% False False 133,973
80 8,570 6,416 2,154 25.4% 230 2.7% 95% False False 100,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 60
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 9,819
2.618 9,309
1.618 8,996
1.000 8,802
0.618 8,683
HIGH 8,489
0.618 8,370
0.500 8,333
0.382 8,296
LOW 8,176
0.618 7,983
1.000 7,863
1.618 7,670
2.618 7,357
4.250 6,846
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 8,424 8,424
PP 8,378 8,378
S1 8,333 8,333

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

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