mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 8,382 8,503 121 1.4% 8,269
High 8,556 8,744 188 2.2% 8,556
Low 8,352 8,472 120 1.4% 8,194
Close 8,488 8,688 200 2.4% 8,488
Range 204 272 68 33.3% 362
ATR 200 205 5 2.6% 0
Volume 199,270 146,422 -52,848 -26.5% 659,658
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,451 9,341 8,838
R3 9,179 9,069 8,763
R2 8,907 8,907 8,738
R1 8,797 8,797 8,713 8,852
PP 8,635 8,635 8,635 8,662
S1 8,525 8,525 8,663 8,580
S2 8,363 8,363 8,638
S3 8,091 8,253 8,613
S4 7,819 7,981 8,539
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 8,744 8,194 550 6.3% 239 2.7% 90% True False 161,216
10 8,744 8,176 568 6.5% 211 2.4% 90% True False 158,549
20 8,744 8,173 571 6.6% 193 2.2% 90% True False 157,898
40 8,744 7,653 1,091 12.6% 199 2.3% 95% True False 163,690
60 8,744 6,416 2,328 26.8% 224 2.6% 98% True False 157,570
80 8,744 6,416 2,328 26.8% 228 2.6% 98% True False 118,239
100 8,744 6,416 2,328 26.8% 229 2.6% 98% True False 94,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,900
2.618 9,456
1.618 9,184
1.000 9,016
0.618 8,912
HIGH 8,744
0.618 8,640
0.500 8,608
0.382 8,576
LOW 8,472
0.618 8,304
1.000 8,200
1.618 8,032
2.618 7,760
4.250 7,316
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 8,661 8,621
PP 8,635 8,554
S1 8,608 8,487

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

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