mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 8,744 8,787 43 0.5% 8,692
High 8,810 8,787 -23 -0.3% 8,880
Low 8,702 8,577 -125 -1.4% 8,627
Close 8,790 8,619 -171 -1.9% 8,790
Range 108 210 102 94.4% 253
ATR 180 183 2 1.3% 0
Volume 77,604 40,377 -37,227 -48.0% 643,075
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,291 9,165 8,735
R3 9,081 8,955 8,677
R2 8,871 8,871 8,658
R1 8,745 8,745 8,638 8,703
PP 8,661 8,661 8,661 8,640
S1 8,535 8,535 8,600 8,493
S2 8,451 8,451 8,581
S3 8,241 8,325 8,561
S4 8,031 8,115 8,504
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 8,577 303 3.5% 157 1.8% 14% False True 104,315
10 8,900 8,577 323 3.7% 161 1.9% 13% False True 119,671
20 8,900 8,176 724 8.4% 186 2.2% 61% False False 139,110
40 8,900 7,726 1,174 13.6% 189 2.2% 76% False False 152,584
60 8,900 7,199 1,701 19.7% 206 2.4% 83% False False 161,617
80 8,900 6,416 2,484 28.8% 221 2.6% 89% False False 133,183
100 8,900 6,416 2,484 28.8% 221 2.6% 89% False False 106,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,680
2.618 9,337
1.618 9,127
1.000 8,997
0.618 8,917
HIGH 8,787
0.618 8,707
0.500 8,682
0.382 8,657
LOW 8,577
0.618 8,447
1.000 8,367
1.618 8,237
2.618 8,027
4.250 7,685
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 8,682 8,729
PP 8,661 8,692
S1 8,640 8,656

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.