mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 8,451 8,625 174 2.1% 8,218
High 8,686 8,716 30 0.3% 8,493
Low 8,416 8,594 178 2.1% 8,138
Close 8,631 8,658 27 0.3% 8,429
Range 270 122 -148 -54.8% 355
ATR 197 192 -5 -2.7% 0
Volume 774 511 -263 -34.0% 1,043
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,022 8,962 8,725
R3 8,900 8,840 8,692
R2 8,778 8,778 8,680
R1 8,718 8,718 8,669 8,748
PP 8,656 8,656 8,656 8,671
S1 8,596 8,596 8,647 8,626
S2 8,534 8,534 8,636
S3 8,412 8,474 8,625
S4 8,290 8,352 8,591
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 8,716 8,170 546 6.3% 202 2.3% 89% True False 439
10 8,716 8,138 578 6.7% 188 2.2% 90% True False 292
20 8,716 8,122 594 6.9% 183 2.1% 90% True False 200
40 8,716 7,614 1,102 12.7% 191 2.2% 95% True False 133
60 8,716 6,431 2,285 26.4% 193 2.2% 97% True False 100
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,235
2.618 9,036
1.618 8,914
1.000 8,838
0.618 8,792
HIGH 8,716
0.618 8,670
0.500 8,655
0.382 8,641
LOW 8,594
0.618 8,519
1.000 8,472
1.618 8,397
2.618 8,275
4.250 8,076
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 8,657 8,607
PP 8,656 8,557
S1 8,655 8,506

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

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