mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	8,355	8,343	-12	-0.1%	8,419
High	8,512	8,349	-163	-1.9%	8,439
Low	8,329	8,148	-181	-2.2%	8,151
Close	8,333	8,234	-99	-1.2%	8,209
Range	183	201	18	9.8%	288
ATR	186	187	1	0.6%	0
Volume	108	129	21	19.4%	599

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,847	8,741	8,345
R3	8,646	8,540	8,289
R2	8,445	8,445	8,271
R1	8,339	8,339	8,253	8,292
PP	8,244	8,244	8,244	8,220
S1	8,138	8,138	8,216	8,091
S2	8,043	8,043	8,197
S3	7,842	7,937	8,179
S4	7,641	7,736	8,124

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	8,512	8,122	390	4.7%	190	2.3%	29%	False	False	142
10	8,512	8,122	390	4.7%	174	2.1%	29%	False	False	122
20	8,512	7,805	707	8.6%	179	2.2%	61%	False	False	100
40	8,512	7,338	1,174	14.3%	195	2.4%	76%	False	False	79

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,203
2.618	8,875
1.618	8,674
1.000	8,550
0.618	8,473
HIGH	8,349
0.618	8,272
0.500	8,249
0.382	8,225
LOW	8,148
0.618	8,024
1.000	7,947
1.618	7,823
2.618	7,622
4.250	7,294

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	8,249	8,330
PP	8,244	8,298
S1	8,239	8,266

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