mini-sized Dow ($5) Future June 2009

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	8,291	8,382	91	1.1%	8,269
High	8,424	8,556	132	1.6%	8,556
Low	8,230	8,352	122	1.5%	8,194
Close	8,384	8,488	104	1.2%	8,488
Range	194	204	10	5.2%	362
ATR	199	200	0	0.2%	0
Volume	168,653	199,270	30,617	18.2%	659,658

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,077	8,987	8,600
R3	8,873	8,783	8,544
R2	8,669	8,669	8,526
R1	8,579	8,579	8,507	8,624
PP	8,465	8,465	8,465	8,488
S1	8,375	8,375	8,469	8,420
S2	8,261	8,261	8,451
S3	8,057	8,171	8,432
S4	7,853	7,967	8,376

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,499	9,355	8,687
R3	9,137	8,993	8,588
R2	8,775	8,775	8,554
R1	8,631	8,631	8,521	8,703
PP	8,413	8,413	8,413	8,449
S1	8,269	8,269	8,455	8,341
S2	8,051	8,051	8,422
S3	7,689	7,907	8,389
S4	7,327	7,545	8,289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,556	8,194	362	4.3%	207	2.4%	81%	True	False	164,628
10	8,576	8,176	400	4.7%	201	2.4%	78%	False	False	158,061
20	8,576	8,047	529	6.2%	187	2.2%	83%	False	False	159,993
40	8,576	7,653	923	10.9%	200	2.4%	90%	False	False	165,137
60	8,576	6,416	2,160	25.4%	226	2.7%	96%	False	False	155,139
80	8,576	6,416	2,160	25.4%	228	2.7%	96%	False	False	116,409
100	8,850	6,416	2,434	28.7%	228	2.7%	85%	False	False	93,133

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	54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,423
2.618	9,090
1.618	8,886
1.000	8,760
0.618	8,682
HIGH	8,556
0.618	8,478
0.500	8,454
0.382	8,430
LOW	8,352
0.618	8,226
1.000	8,148
1.618	8,022
2.618	7,818
4.250	7,485

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	8,477	8,456
PP	8,465	8,425
S1	8,454	8,393

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols