mini-sized Dow ($5) Future June 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	8,750	8,744	-6	-0.1%	8,692
High	8,880	8,810	-70	-0.8%	8,880
Low	8,729	8,702	-27	-0.3%	8,627
Close	8,751	8,790	39	0.4%	8,790
Range	151	108	-43	-28.5%	253
ATR	186	180	-6	-3.0%	0
Volume	159,265	77,604	-81,661	-51.3%	643,075

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,091	9,049	8,850
R3	8,983	8,941	8,820
R2	8,875	8,875	8,810
R1	8,833	8,833	8,800	8,854
PP	8,767	8,767	8,767	8,778
S1	8,725	8,725	8,780	8,746
S2	8,659	8,659	8,770
S3	8,551	8,617	8,760
S4	8,443	8,509	8,731

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,525	9,410	8,929
R3	9,272	9,157	8,860
R2	9,019	9,019	8,837
R1	8,904	8,904	8,813	8,962
PP	8,766	8,766	8,766	8,794
S1	8,651	8,651	8,767	8,709
S2	8,513	8,513	8,744
S3	8,260	8,398	8,721
S4	8,007	8,145	8,651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,880	8,627	253	2.9%	153	1.7%	64%	False	False	128,615
10	8,900	8,472	428	4.9%	167	1.9%	74%	False	False	130,275
20	8,900	8,176	724	8.2%	184	2.1%	85%	False	False	144,168
40	8,900	7,726	1,174	13.4%	187	2.1%	91%	False	False	156,292
60	8,900	7,199	1,701	19.4%	206	2.3%	94%	False	False	165,253
80	8,900	6,416	2,484	28.3%	220	2.5%	96%	False	False	132,681
100	8,900	6,416	2,484	28.3%	222	2.5%	96%	False	False	106,157

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	45
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,269
2.618	9,093
1.618	8,985
1.000	8,918
0.618	8,877
HIGH	8,810
0.618	8,769
0.500	8,756
0.382	8,743
LOW	8,702
0.618	8,635
1.000	8,594
1.618	8,527
2.618	8,419
4.250	8,243

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	8,779	8,780
PP	8,767	8,769
S1	8,756	8,759

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols