mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 8,396 8,295 -101 -1.2% 8,265
High 8,403 8,354 -49 -0.6% 8,576
Low 8,207 8,242 35 0.4% 8,176
Close 8,295 8,260 -35 -0.4% 8,260
Range 196 112 -84 -42.9% 400
ATR 196 190 -6 -3.1% 0
Volume 178,657 163,485 -15,172 -8.5% 779,416
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 8,621 8,553 8,322
R3 8,509 8,441 8,291
R2 8,397 8,397 8,281
R1 8,329 8,329 8,270 8,307
PP 8,285 8,285 8,285 8,275
S1 8,217 8,217 8,250 8,195
S2 8,173 8,173 8,240
S3 8,061 8,105 8,229
S4 7,949 7,993 8,199
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 9,537 9,299 8,480
R3 9,137 8,899 8,370
R2 8,737 8,737 8,333
R1 8,499 8,499 8,297 8,418
PP 8,337 8,337 8,337 8,297
S1 8,099 8,099 8,223 8,018
S2 7,937 7,937 8,187
S3 7,537 7,699 8,150
S4 7,137 7,299 8,040
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% 184 2.2% 21% False False 155,883
10 8,576 8,176 400 4.8% 173 2.1% 21% False False 157,583
20 8,576 7,861 715 8.7% 182 2.2% 56% False False 160,583
40 8,576 7,381 1,195 14.5% 204 2.5% 74% False False 167,798
60 8,576 6,416 2,160 26.2% 226 2.7% 85% False False 144,173
80 8,576 6,416 2,160 26.2% 226 2.7% 85% False False 108,164
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,830
2.618 8,647
1.618 8,535
1.000 8,466
0.618 8,423
HIGH 8,354
0.618 8,311
0.500 8,298
0.382 8,285
LOW 8,242
0.618 8,173
1.000 8,130
1.618 8,061
2.618 7,949
4.250 7,766
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 8,298 8,392
PP 8,285 8,348
S1 8,273 8,304

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

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