mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 8,265 8,475 210 2.5% 8,496
High 8,489 8,550 61 0.7% 8,508
Low 8,176 8,441 265 3.2% 8,206
Close 8,470 8,449 -21 -0.2% 8,267
Range 313 109 -204 -65.2% 302
ATR 203 197 -7 -3.3% 0
Volume 166,069 139,451 -26,618 -16.0% 796,418
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 8,807 8,737 8,509
R3 8,698 8,628 8,479
R2 8,589 8,589 8,469
R1 8,519 8,519 8,459 8,500
PP 8,480 8,480 8,480 8,470
S1 8,410 8,410 8,439 8,391
S2 8,371 8,371 8,429
S3 8,262 8,301 8,419
S4 8,153 8,192 8,389
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 8,550 8,176 374 4.4% 188 2.2% 73% True False 159,383
10 8,570 8,176 394 4.7% 187 2.2% 69% False False 160,491
20 8,570 7,752 818 9.7% 189 2.2% 85% False False 166,624
40 8,570 7,381 1,189 14.1% 208 2.5% 90% False False 171,335
60 8,570 6,416 2,154 25.5% 233 2.8% 94% False False 136,293
80 8,570 6,416 2,154 25.5% 228 2.7% 94% False False 102,241
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,013
2.618 8,835
1.618 8,726
1.000 8,659
0.618 8,617
HIGH 8,550
0.618 8,508
0.500 8,496
0.382 8,483
LOW 8,441
0.618 8,374
1.000 8,332
1.618 8,265
2.618 8,156
4.250 7,978
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 8,496 8,420
PP 8,480 8,392
S1 8,465 8,363

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

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