mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 8,742 8,750 8 0.1% 8,503
High 8,864 8,880 16 0.2% 8,900
Low 8,637 8,729 92 1.1% 8,472
Close 8,754 8,751 -3 0.0% 8,762
Range 227 151 -76 -33.5% 428
ATR 188 186 -3 -1.4% 0
Volume 115,403 159,265 43,862 38.0% 659,681
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,240 9,146 8,834
R3 9,089 8,995 8,793
R2 8,938 8,938 8,779
R1 8,844 8,844 8,765 8,891
PP 8,787 8,787 8,787 8,810
S1 8,693 8,693 8,737 8,740
S2 8,636 8,636 8,723
S3 8,485 8,542 8,710
S4 8,334 8,391 8,668
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 8,627 273 3.1% 174 2.0% 45% False False 135,215
10 8,900 8,352 548 6.3% 176 2.0% 73% False False 142,442
20 8,900 8,176 724 8.3% 184 2.1% 79% False False 148,887
40 8,900 7,726 1,174 13.4% 190 2.2% 87% False False 158,537
60 8,900 7,199 1,701 19.4% 209 2.4% 91% False False 166,939
80 8,900 6,416 2,484 28.4% 222 2.5% 94% False False 131,714
100 8,900 6,416 2,484 28.4% 226 2.6% 94% False False 105,381
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,522
2.618 9,275
1.618 9,124
1.000 9,031
0.618 8,973
HIGH 8,880
0.618 8,822
0.500 8,805
0.382 8,787
LOW 8,729
0.618 8,636
1.000 8,578
1.618 8,485
2.618 8,334
4.250 8,087
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 8,805 8,759
PP 8,787 8,756
S1 8,769 8,754

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

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