mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 8,720 8,661 -59 -0.7% 8,269
High 8,751 8,745 -6 -0.1% 8,556
Low 8,583 8,626 43 0.5% 8,194
Close 8,669 8,730 61 0.7% 8,488
Range 168 119 -49 -29.2% 362
ATR 197 192 -6 -2.8% 0
Volume 133,096 125,618 -7,478 -5.6% 659,658
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,057 9,013 8,796
R3 8,938 8,894 8,763
R2 8,819 8,819 8,752
R1 8,775 8,775 8,741 8,797
PP 8,700 8,700 8,700 8,712
S1 8,656 8,656 8,719 8,678
S2 8,581 8,581 8,708
S3 8,462 8,537 8,697
S4 8,343 8,418 8,665
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 8,781 8,352 429 4.9% 179 2.1% 88% False False 149,669
10 8,781 8,194 587 6.7% 192 2.2% 91% False False 155,087
20 8,781 8,176 605 6.9% 189 2.2% 92% False False 158,097
40 8,781 7,653 1,128 12.9% 192 2.2% 95% False False 160,853
60 8,781 6,466 2,315 26.5% 218 2.5% 98% False False 164,227
80 8,781 6,416 2,365 27.1% 225 2.6% 98% False False 123,269
100 8,781 6,416 2,365 27.1% 228 2.6% 98% False False 98,622
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,251
2.618 9,057
1.618 8,938
1.000 8,864
0.618 8,819
HIGH 8,745
0.618 8,700
0.500 8,686
0.382 8,672
LOW 8,626
0.618 8,553
1.000 8,507
1.618 8,434
2.618 8,315
4.250 8,120
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 8,715 8,714
PP 8,700 8,698
S1 8,686 8,682

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

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