mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 8,311 8,419 108 1.3% 8,157
High 8,493 8,439 -54 -0.6% 8,503
Low 8,311 8,318 7 0.1% 8,148
Close 8,462 8,348 -114 -1.3% 8,462
Range 182 121 -61 -33.5% 355
ATR 196 192 -4 -1.9% 0
Volume 66 110 44 66.7% 377
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 8,731 8,661 8,415
R3 8,610 8,540 8,381
R2 8,489 8,489 8,370
R1 8,419 8,419 8,359 8,394
PP 8,368 8,368 8,368 8,356
S1 8,298 8,298 8,337 8,273
S2 8,247 8,247 8,326
S3 8,126 8,177 8,315
S4 8,005 8,056 8,282
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 9,436 9,304 8,657
R3 9,081 8,949 8,560
R2 8,726 8,726 8,527
R1 8,594 8,594 8,495 8,660
PP 8,371 8,371 8,371 8,404
S1 8,239 8,239 8,430 8,305
S2 8,016 8,016 8,397
S3 7,661 7,884 8,365
S4 7,306 7,529 8,267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,503 8,236 267 3.2% 165 2.0% 42% False False 91
10 8,503 7,814 689 8.3% 175 2.1% 78% False False 82
20 8,503 7,677 826 9.9% 184 2.2% 81% False False 77
40 8,503 7,112 1,391 16.7% 198 2.4% 89% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,953
2.618 8,756
1.618 8,635
1.000 8,560
0.618 8,514
HIGH 8,439
0.618 8,393
0.500 8,379
0.382 8,364
LOW 8,318
0.618 8,243
1.000 8,197
1.618 8,122
2.618 8,001
4.250 7,804
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 8,379 8,384
PP 8,368 8,372
S1 8,358 8,360

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

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