mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 8,734 8,692 -42 -0.5% 8,503
High 8,900 8,821 -79 -0.9% 8,900
Low 8,691 8,627 -64 -0.7% 8,472
Close 8,762 8,759 -3 0.0% 8,762
Range 209 194 -15 -7.2% 428
ATR 193 193 0 0.0% 0
Volume 110,604 161,873 51,269 46.4% 659,681
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,318 9,232 8,866
R3 9,124 9,038 8,812
R2 8,930 8,930 8,795
R1 8,844 8,844 8,777 8,887
PP 8,736 8,736 8,736 8,757
S1 8,650 8,650 8,741 8,693
S2 8,542 8,542 8,724
S3 8,348 8,456 8,706
S4 8,154 8,262 8,652
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 8,583 317 3.6% 165 1.9% 56% False False 135,026
10 8,900 8,194 706 8.1% 202 2.3% 80% False False 148,121
20 8,900 8,176 724 8.3% 187 2.1% 81% False False 152,852
40 8,900 7,726 1,174 13.4% 192 2.2% 88% False False 160,053
60 8,900 7,053 1,847 21.1% 212 2.4% 92% False False 168,629
80 8,900 6,416 2,484 28.4% 223 2.5% 94% False False 126,672
100 8,900 6,416 2,484 28.4% 227 2.6% 94% False False 101,346
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 47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,646
2.618 9,329
1.618 9,135
1.000 9,015
0.618 8,941
HIGH 8,821
0.618 8,747
0.500 8,724
0.382 8,701
LOW 8,627
0.618 8,507
1.000 8,433
1.618 8,313
2.618 8,119
4.250 7,803
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 8,747 8,763
PP 8,736 8,762
S1 8,724 8,760

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

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