mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	8,419	8,330	-89	-1.1%	8,157
High	8,439	8,422	-17	-0.2%	8,503
Low	8,318	8,273	-45	-0.5%	8,148
Close	8,348	8,380	32	0.4%	8,462
Range	121	149	28	23.1%	355
ATR	192	189	-3	-1.6%	0
Volume	110	118	8	7.3%	377

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,805	8,742	8,462
R3	8,656	8,593	8,421
R2	8,507	8,507	8,407
R1	8,444	8,444	8,394	8,476
PP	8,358	8,358	8,358	8,374
S1	8,295	8,295	8,366	8,327
S2	8,209	8,209	8,353
S3	8,060	8,146	8,339
S4	7,911	7,997	8,298

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%	176	2.1%	54%	False	False	93
10	8,503	7,900	603	7.2%	173	2.1%	80%	False	False	87
20	8,503	7,677	826	9.9%	182	2.2%	85%	False	False	78
40	8,503	7,112	1,391	16.6%	199	2.4%	91%	False	False	62

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,055
2.618	8,812
1.618	8,663
1.000	8,571
0.618	8,514
HIGH	8,422
0.618	8,365
0.500	8,348
0.382	8,330
LOW	8,273
0.618	8,181
1.000	8,124
1.618	8,032
2.618	7,883
4.250	7,640

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	8,369	8,383
PP	8,358	8,382
S1	8,348	8,381

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