mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 8,238 8,241 3 0.0% 8,419
High 8,291 8,315 24 0.3% 8,439
Low 8,183 8,151 -32 -0.4% 8,151
Close 8,231 8,209 -22 -0.3% 8,209
Range 108 164 56 51.9% 288
ATR 186 185 -2 -0.8% 0
Volume 88 154 66 75.0% 599
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 8,717 8,627 8,299
R3 8,553 8,463 8,254
R2 8,389 8,389 8,239
R1 8,299 8,299 8,224 8,262
PP 8,225 8,225 8,225 8,207
S1 8,135 8,135 8,194 8,098
S2 8,061 8,061 8,179
S3 7,897 7,971 8,164
S4 7,733 7,807 8,119
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 9,130 8,958 8,368
R3 8,842 8,670 8,288
R2 8,554 8,554 8,262
R1 8,382 8,382 8,236 8,324
PP 8,266 8,266 8,266 8,238
S1 8,094 8,094 8,183 8,036
S2 7,978 7,978 8,156
S3 7,690 7,806 8,130
S4 7,402 7,518 8,051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,439 8,151 288 3.5% 155 1.9% 20% False True 119
10 8,503 8,148 355 4.3% 165 2.0% 17% False False 97
20 8,503 7,677 826 10.1% 182 2.2% 64% False False 87
40 8,503 7,180 1,323 16.1% 200 2.4% 78% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,012
2.618 8,744
1.618 8,580
1.000 8,479
0.618 8,416
HIGH 8,315
0.618 8,252
0.500 8,233
0.382 8,214
LOW 8,151
0.618 8,050
1.000 7,987
1.618 7,886
2.618 7,722
4.250 7,454
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 8,233 8,280
PP 8,225 8,256
S1 8,217 8,233

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

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