mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 8,404 8,200 -204 -2.4% 8,210
High 8,441 8,363 -78 -0.9% 8,512
Low 8,216 8,170 -46 -0.6% 8,122
Close 8,238 8,325 87 1.1% 8,200
Range 225 193 -32 -14.2% 390
ATR 191 191 0 0.1% 0
Volume 327 250 -77 -23.5% 739
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 8,865 8,788 8,431
R3 8,672 8,595 8,378
R2 8,479 8,479 8,361
R1 8,402 8,402 8,343 8,441
PP 8,286 8,286 8,286 8,305
S1 8,209 8,209 8,307 8,248
S2 8,093 8,093 8,290
S3 7,900 8,016 8,272
S4 7,707 7,823 8,219
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 8,441 8,138 303 3.6% 202 2.4% 62% False False 204
10 8,512 8,122 390 4.7% 187 2.2% 52% False False 169
20 8,512 7,999 513 6.2% 179 2.1% 64% False False 129
40 8,512 7,383 1,129 13.6% 196 2.3% 83% False False 98
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 True
Bull Hook False
Stretch 48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,183
2.618 8,868
1.618 8,675
1.000 8,556
0.618 8,482
HIGH 8,363
0.618 8,289
0.500 8,267
0.382 8,244
LOW 8,170
0.618 8,051
1.000 7,977
1.618 7,858
2.618 7,665
4.250 7,350
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 8,306 8,313
PP 8,286 8,301
S1 8,267 8,290

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

View Archives - Comment on this page... - Back to Index of Symbols