mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 8,661 8,734 73 0.8% 8,503
High 8,745 8,900 155 1.8% 8,900
Low 8,626 8,691 65 0.8% 8,472
Close 8,730 8,762 32 0.4% 8,762
Range 119 209 90 75.6% 428
ATR 192 193 1 0.6% 0
Volume 125,618 110,604 -15,014 -12.0% 659,681
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,411 9,296 8,877
R3 9,202 9,087 8,820
R2 8,993 8,993 8,800
R1 8,878 8,878 8,781 8,936
PP 8,784 8,784 8,784 8,813
S1 8,669 8,669 8,743 8,727
S2 8,575 8,575 8,724
S3 8,366 8,460 8,705
S4 8,157 8,251 8,647
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,995 9,807 8,998
R3 9,567 9,379 8,880
R2 9,139 9,139 8,841
R1 8,951 8,951 8,801 9,045
PP 8,711 8,711 8,711 8,759
S1 8,523 8,523 8,723 8,617
S2 8,283 8,283 8,684
S3 7,855 8,095 8,644
S4 7,427 7,667 8,527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,900 8,472 428 4.9% 180 2.1% 68% True False 131,936
10 8,900 8,194 706 8.1% 193 2.2% 80% True False 148,282
20 8,900 8,176 724 8.3% 187 2.1% 81% True False 154,309
40 8,900 7,726 1,174 13.4% 193 2.2% 88% True False 159,850
60 8,900 6,779 2,121 24.2% 215 2.4% 93% True False 166,042
80 8,900 6,416 2,484 28.3% 223 2.5% 94% True False 124,651
100 8,900 6,416 2,484 28.3% 229 2.6% 94% True False 99,728
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 46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,788
2.618 9,447
1.618 9,238
1.000 9,109
0.618 9,029
HIGH 8,900
0.618 8,820
0.500 8,796
0.382 8,771
LOW 8,691
0.618 8,562
1.000 8,482
1.618 8,353
2.618 8,144
4.250 7,803
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 8,796 8,755
PP 8,784 8,748
S1 8,773 8,742

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

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