mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 8,343 8,241 -102 -1.2% 8,210
High 8,349 8,291 -58 -0.7% 8,512
Low 8,148 8,184 36 0.4% 8,122
Close 8,234 8,200 -34 -0.4% 8,200
Range 201 107 -94 -46.8% 390
ATR 187 181 -6 -3.1% 0
Volume 129 183 54 41.9% 739
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 8,546 8,480 8,259
R3 8,439 8,373 8,230
R2 8,332 8,332 8,220
R1 8,266 8,266 8,210 8,246
PP 8,225 8,225 8,225 8,215
S1 8,159 8,159 8,190 8,139
S2 8,118 8,118 8,181
S3 8,011 8,052 8,171
S4 7,904 7,945 8,141
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 9,448 9,214 8,415
R3 9,058 8,824 8,307
R2 8,668 8,668 8,272
R1 8,434 8,434 8,236 8,356
PP 8,278 8,278 8,278 8,239
S1 8,044 8,044 8,164 7,966
S2 7,888 7,888 8,129
S3 7,498 7,654 8,093
S4 7,108 7,264 7,986
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 4.8% 179 2.2% 20% False False 147
10 8,512 8,122 390 4.8% 167 2.0% 20% False False 133
20 8,512 7,814 698 8.5% 173 2.1% 55% False False 106
40 8,512 7,338 1,174 14.3% 194 2.4% 73% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,746
2.618 8,571
1.618 8,464
1.000 8,398
0.618 8,357
HIGH 8,291
0.618 8,250
0.500 8,238
0.382 8,225
LOW 8,184
0.618 8,118
1.000 8,077
1.618 8,011
2.618 7,904
4.250 7,729
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 8,238 8,330
PP 8,225 8,287
S1 8,213 8,243

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

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