mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 8,441 8,396 -45 -0.5% 8,496
High 8,576 8,403 -173 -2.0% 8,508
Low 8,387 8,207 -180 -2.1% 8,206
Close 8,395 8,295 -100 -1.2% 8,267
Range 189 196 7 3.7% 302
ATR 196 196 0 0.0% 0
Volume 131,754 178,657 46,903 35.6% 796,418
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 8,890 8,788 8,403
R3 8,694 8,592 8,349
R2 8,498 8,498 8,331
R1 8,396 8,396 8,313 8,349
PP 8,302 8,302 8,302 8,278
S1 8,200 8,200 8,277 8,153
S2 8,106 8,106 8,259
S3 7,910 8,004 8,241
S4 7,714 7,808 8,187
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% 195 2.4% 30% False False 151,494
10 8,576 8,176 400 4.8% 181 2.2% 30% False False 160,337
20 8,576 7,854 722 8.7% 187 2.3% 61% False False 162,211
40 8,576 7,381 1,195 14.4% 206 2.5% 76% False False 169,659
60 8,576 6,416 2,160 26.0% 229 2.8% 87% False False 141,452
80 8,576 6,416 2,160 26.0% 228 2.7% 87% False False 106,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,236
2.618 8,916
1.618 8,720
1.000 8,599
0.618 8,524
HIGH 8,403
0.618 8,328
0.500 8,305
0.382 8,282
LOW 8,207
0.618 8,086
1.000 8,011
1.618 7,890
2.618 7,694
4.250 7,374
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 8,305 8,392
PP 8,302 8,359
S1 8,298 8,327

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

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