mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 8,218 8,404 186 2.3% 8,210
High 8,423 8,441 18 0.2% 8,512
Low 8,138 8,216 78 1.0% 8,122
Close 8,401 8,238 -163 -1.9% 8,200
Range 285 225 -60 -21.1% 390
ATR 189 191 3 1.4% 0
Volume 132 327 195 147.7% 739
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 8,973 8,831 8,362
R3 8,748 8,606 8,300
R2 8,523 8,523 8,279
R1 8,381 8,381 8,259 8,340
PP 8,298 8,298 8,298 8,278
S1 8,156 8,156 8,218 8,115
S2 8,073 8,073 8,197
S3 7,848 7,931 8,176
S4 7,623 7,706 8,114
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 8,138 374 4.5% 200 2.4% 27% False False 175
10 8,512 8,122 390 4.7% 191 2.3% 30% False False 156
20 8,512 7,900 612 7.4% 182 2.2% 55% False False 122
40 8,512 7,383 1,129 13.7% 195 2.4% 76% False False 93
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,397
2.618 9,030
1.618 8,805
1.000 8,666
0.618 8,580
HIGH 8,441
0.618 8,355
0.500 8,329
0.382 8,302
LOW 8,216
0.618 8,077
1.000 7,991
1.618 7,852
2.618 7,627
4.250 7,260
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 8,329 8,290
PP 8,298 8,272
S1 8,268 8,255

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

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