mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 8,475 8,441 -34 -0.4% 8,496
High 8,550 8,576 26 0.3% 8,508
Low 8,441 8,387 -54 -0.6% 8,206
Close 8,449 8,395 -54 -0.6% 8,267
Range 109 189 80 73.4% 302
ATR 197 196 -1 -0.3% 0
Volume 139,451 131,754 -7,697 -5.5% 796,418
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 9,020 8,896 8,499
R3 8,831 8,707 8,447
R2 8,642 8,642 8,430
R1 8,518 8,518 8,412 8,486
PP 8,453 8,453 8,453 8,436
S1 8,329 8,329 8,378 8,297
S2 8,264 8,264 8,360
S3 8,075 8,140 8,343
S4 7,886 7,951 8,291
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 8,576 8,176 400 4.8% 179 2.1% 55% True False 150,161
10 8,576 8,176 400 4.8% 186 2.2% 55% True False 161,108
20 8,576 7,752 824 9.8% 189 2.2% 78% True False 163,715
40 8,576 7,381 1,195 14.2% 209 2.5% 85% True False 169,769
60 8,576 6,416 2,160 25.7% 230 2.7% 92% True False 138,482
80 8,576 6,416 2,160 25.7% 227 2.7% 92% True False 103,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,379
2.618 9,071
1.618 8,882
1.000 8,765
0.618 8,693
HIGH 8,576
0.618 8,504
0.500 8,482
0.382 8,459
LOW 8,387
0.618 8,270
1.000 8,198
1.618 8,081
2.618 7,892
4.250 7,584
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 8,482 8,389
PP 8,453 8,382
S1 8,424 8,376

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

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