mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 8,692 8,758 66 0.8% 8,503
High 8,821 8,803 -18 -0.2% 8,900
Low 8,627 8,717 90 1.0% 8,472
Close 8,759 8,742 -17 -0.2% 8,762
Range 194 86 -108 -55.7% 428
ATR 193 185 -8 -4.0% 0
Volume 161,873 128,930 -32,943 -20.4% 659,681
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,012 8,963 8,789
R3 8,926 8,877 8,766
R2 8,840 8,840 8,758
R1 8,791 8,791 8,750 8,773
PP 8,754 8,754 8,754 8,745
S1 8,705 8,705 8,734 8,687
S2 8,668 8,668 8,726
S3 8,582 8,619 8,718
S4 8,496 8,533 8,695
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% 155 1.8% 50% False False 132,024
10 8,900 8,230 670 7.7% 181 2.1% 76% False False 149,719
20 8,900 8,176 724 8.3% 185 2.1% 78% False False 150,766
40 8,900 7,726 1,174 13.4% 190 2.2% 87% False False 159,353
60 8,900 7,115 1,785 20.4% 211 2.4% 91% False False 168,717
80 8,900 6,416 2,484 28.4% 221 2.5% 94% False False 128,283
100 8,900 6,416 2,484 28.4% 225 2.6% 94% False False 102,635
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 9,169
2.618 9,028
1.618 8,942
1.000 8,889
0.618 8,856
HIGH 8,803
0.618 8,770
0.500 8,760
0.382 8,750
LOW 8,717
0.618 8,664
1.000 8,631
1.618 8,578
2.618 8,492
4.250 8,352
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 8,760 8,764
PP 8,754 8,756
S1 8,748 8,749

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

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