mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 8,305 8,328 23 0.3% 7,900
High 8,351 8,426 75 0.9% 8,221
Low 8,260 8,236 -24 -0.3% 7,814
Close 8,328 8,417 89 1.1% 8,128
Range 91 190 99 108.8% 407
ATR 194 194 0 -0.2% 0
Volume 108 43 -65 -60.2% 408
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 8,930 8,863 8,522
R3 8,740 8,673 8,469
R2 8,550 8,550 8,452
R1 8,483 8,483 8,435 8,517
PP 8,360 8,360 8,360 8,376
S1 8,293 8,293 8,400 8,327
S2 8,170 8,170 8,382
S3 7,980 8,103 8,365
S4 7,790 7,913 8,313
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 9,275 9,109 8,352
R3 8,868 8,702 8,240
R2 8,461 8,461 8,203
R1 8,295 8,295 8,165 8,378
PP 8,054 8,054 8,054 8,096
S1 7,888 7,888 8,091 7,971
S2 7,647 7,647 8,054
S3 7,240 7,481 8,016
S4 6,833 7,074 7,904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,426 7,999 427 5.1% 157 1.9% 98% True False 69
10 8,426 7,704 722 8.6% 179 2.1% 99% True False 71
20 8,426 7,614 812 9.6% 189 2.2% 99% True False 68
40 8,426 6,805 1,621 19.3% 196 2.3% 99% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,234
2.618 8,924
1.618 8,734
1.000 8,616
0.618 8,544
HIGH 8,426
0.618 8,354
0.500 8,331
0.382 8,309
LOW 8,236
0.618 8,119
1.000 8,046
1.618 7,929
2.618 7,739
4.250 7,429
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 8,388 8,374
PP 8,360 8,330
S1 8,331 8,287

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

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