mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	8,200	8,308	108	1.3%	8,218
High	8,363	8,493	130	1.6%	8,493
Low	8,170	8,296	126	1.5%	8,138
Close	8,325	8,429	104	1.2%	8,429
Range	193	197	4	2.1%	355
ATR	191	192	0	0.2%	0
Volume	250	334	84	33.6%	1,043

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,997	8,910	8,537
R3	8,800	8,713	8,483
R2	8,603	8,603	8,465
R1	8,516	8,516	8,447	8,560
PP	8,406	8,406	8,406	8,428
S1	8,319	8,319	8,411	8,363
S2	8,209	8,209	8,393
S3	8,012	8,122	8,375
S4	7,815	7,925	8,321

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,418	9,279	8,624
R3	9,063	8,924	8,527
R2	8,708	8,708	8,494
R1	8,569	8,569	8,462	8,639
PP	8,353	8,353	8,353	8,388
S1	8,214	8,214	8,397	8,284
S2	7,998	7,998	8,364
S3	7,643	7,859	8,332
S4	7,288	7,504	8,234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,493	8,138	355	4.2%	202	2.4%	82%	True	False	245
10	8,512	8,122	390	4.6%	196	2.3%	79%	False	False	193
20	8,512	7,999	513	6.1%	179	2.1%	84%	False	False	139
40	8,512	7,614	898	10.7%	193	2.3%	91%	False	False	105
60	8,512	6,415	2,097	24.9%	195	2.3%	96%	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	44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,330
2.618	9,009
1.618	8,812
1.000	8,690
0.618	8,615
HIGH	8,493
0.618	8,418
0.500	8,395
0.382	8,371
LOW	8,296
0.618	8,174
1.000	8,099
1.618	7,977
2.618	7,780
4.250	7,459

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	8,418	8,397
PP	8,406	8,364
S1	8,395	8,332

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