mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 8,444 8,291 -153 -1.8% 8,265
High 8,504 8,424 -80 -0.9% 8,576
Low 8,273 8,230 -43 -0.5% 8,176
Close 8,297 8,384 87 1.0% 8,260
Range 231 194 -37 -16.0% 400
ATR 200 199 0 -0.2% 0
Volume 178,786 168,653 -10,133 -5.7% 779,416
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 8,928 8,850 8,491
R3 8,734 8,656 8,437
R2 8,540 8,540 8,420
R1 8,462 8,462 8,402 8,501
PP 8,346 8,346 8,346 8,366
S1 8,268 8,268 8,366 8,307
S2 8,152 8,152 8,349
S3 7,958 8,074 8,331
S4 7,764 7,880 8,277
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 8,504 8,194 310 3.7% 205 2.4% 61% False False 160,506
10 8,576 8,176 400 4.8% 192 2.3% 52% False False 155,333
20 8,576 8,047 529 6.3% 186 2.2% 64% False False 158,606
40 8,576 7,426 1,150 13.7% 203 2.4% 83% False False 164,821
60 8,576 6,416 2,160 25.8% 226 2.7% 91% False False 151,831
80 8,576 6,416 2,160 25.8% 228 2.7% 91% False False 113,918
100 9,000 6,416 2,584 30.8% 228 2.7% 76% False False 91,140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,249
2.618 8,932
1.618 8,738
1.000 8,618
0.618 8,544
HIGH 8,424
0.618 8,350
0.500 8,327
0.382 8,304
LOW 8,230
0.618 8,110
1.000 8,036
1.618 7,916
2.618 7,722
4.250 7,406
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 8,365 8,372
PP 8,346 8,361
S1 8,327 8,349

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

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