mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 8,621 8,508 -113 -1.3% 8,692
High 8,659 8,563 -96 -1.1% 8,880
Low 8,498 8,462 -36 -0.4% 8,627
Close 8,514 8,493 -21 -0.2% 8,790
Range 161 101 -60 -37.3% 253
ATR 181 175 -6 -3.2% 0
Volume 28,379 22,622 -5,757 -20.3% 643,075
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,809 8,752 8,549
R3 8,708 8,651 8,521
R2 8,607 8,607 8,512
R1 8,550 8,550 8,502 8,528
PP 8,506 8,506 8,506 8,495
S1 8,449 8,449 8,484 8,427
S2 8,405 8,405 8,475
S3 8,304 8,348 8,465
S4 8,203 8,247 8,438
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 8,462 418 4.9% 146 1.7% 7% False True 65,649
10 8,900 8,462 438 5.2% 157 1.8% 7% False True 97,067
20 8,900 8,194 706 8.3% 178 2.1% 42% False False 126,384
40 8,900 7,752 1,148 13.5% 184 2.2% 65% False False 146,504
60 8,900 7,381 1,519 17.9% 198 2.3% 73% False False 156,352
80 8,900 6,416 2,484 29.2% 219 2.6% 84% False False 133,816
100 8,900 6,416 2,484 29.2% 218 2.6% 84% False False 107,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,992
2.618 8,828
1.618 8,727
1.000 8,664
0.618 8,626
HIGH 8,563
0.618 8,525
0.500 8,513
0.382 8,501
LOW 8,462
0.618 8,400
1.000 8,361
1.618 8,299
2.618 8,198
4.250 8,033
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 8,513 8,625
PP 8,506 8,581
S1 8,500 8,537

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

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