mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 8,787 8,621 -166 -1.9% 8,692
High 8,787 8,659 -128 -1.5% 8,880
Low 8,577 8,498 -79 -0.9% 8,627
Close 8,619 8,514 -105 -1.2% 8,790
Range 210 161 -49 -23.3% 253
ATR 183 181 -2 -0.8% 0
Volume 40,377 28,379 -11,998 -29.7% 643,075
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,040 8,938 8,603
R3 8,879 8,777 8,558
R2 8,718 8,718 8,544
R1 8,616 8,616 8,529 8,587
PP 8,557 8,557 8,557 8,542
S1 8,455 8,455 8,499 8,426
S2 8,396 8,396 8,485
S3 8,235 8,294 8,470
S4 8,074 8,133 8,426
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 8,498 382 4.5% 172 2.0% 4% False True 84,205
10 8,900 8,498 402 4.7% 163 1.9% 4% False True 108,114
20 8,900 8,194 706 8.3% 178 2.1% 45% False False 132,225
40 8,900 7,726 1,174 13.8% 186 2.2% 67% False False 149,712
60 8,900 7,225 1,675 19.7% 205 2.4% 77% False False 158,663
80 8,900 6,416 2,484 29.2% 221 2.6% 84% False False 133,536
100 8,900 6,416 2,484 29.2% 220 2.6% 84% False False 106,844
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 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,343
2.618 9,081
1.618 8,920
1.000 8,820
0.618 8,759
HIGH 8,659
0.618 8,598
0.500 8,579
0.382 8,560
LOW 8,498
0.618 8,399
1.000 8,337
1.618 8,238
2.618 8,077
4.250 7,814
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 8,579 8,654
PP 8,557 8,607
S1 8,536 8,561

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

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