mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	8,625	8,659	34	0.4%	8,218
High	8,716	8,693	-23	-0.3%	8,493
Low	8,594	8,529	-65	-0.8%	8,138
Close	8,658	8,613	-45	-0.5%	8,429
Range	122	164	42	34.4%	355
ATR	192	190	-2	-1.0%	0
Volume	511	1,444	933	182.6%	1,043

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,104	9,022	8,703
R3	8,940	8,858	8,658
R2	8,776	8,776	8,643
R1	8,694	8,694	8,628	8,653
PP	8,612	8,612	8,612	8,591
S1	8,530	8,530	8,598	8,489
S2	8,448	8,448	8,583
S3	8,284	8,366	8,568
S4	8,120	8,202	8,523

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%	189	2.2%	81%	False	False	662
10	8,716	8,138	578	6.7%	195	2.3%	82%	False	False	419
20	8,716	8,122	594	6.9%	187	2.2%	83%	False	False	267
40	8,716	7,614	1,102	12.8%	189	2.2%	91%	False	False	168
60	8,716	6,610	2,106	24.5%	193	2.2%	95%	False	False	124

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	34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,390
2.618	9,122
1.618	8,958
1.000	8,857
0.618	8,794
HIGH	8,693
0.618	8,630
0.500	8,611
0.382	8,592
LOW	8,529
0.618	8,428
1.000	8,365
1.618	8,264
2.618	8,100
4.250	7,832

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	8,612	8,597
PP	8,612	8,582
S1	8,611	8,566

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