mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 8,659 8,606 -53 -0.6% 8,218
High 8,693 8,686 -7 -0.1% 8,493
Low 8,529 8,572 43 0.5% 8,138
Close 8,613 8,674 61 0.7% 8,429
Range 164 114 -50 -30.5% 355
ATR 190 185 -5 -2.9% 0
Volume 1,444 1,148 -296 -20.5% 1,043
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,986 8,944 8,737
R3 8,872 8,830 8,705
R2 8,758 8,758 8,695
R1 8,716 8,716 8,685 8,737
PP 8,644 8,644 8,644 8,655
S1 8,602 8,602 8,664 8,623
S2 8,530 8,530 8,653
S3 8,416 8,488 8,643
S4 8,302 8,374 8,611
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 8,296 420 4.8% 174 2.0% 90% False False 842
10 8,716 8,138 578 6.7% 188 2.2% 93% False False 523
20 8,716 8,122 594 6.8% 183 2.1% 93% False False 322
40 8,716 7,614 1,102 12.7% 186 2.1% 96% False False 195
60 8,716 6,805 1,911 22.0% 191 2.2% 98% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,171
2.618 8,985
1.618 8,871
1.000 8,800
0.618 8,757
HIGH 8,686
0.618 8,643
0.500 8,629
0.382 8,616
LOW 8,572
0.618 8,502
1.000 8,458
1.618 8,388
2.618 8,274
4.250 8,088
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 8,659 8,657
PP 8,644 8,640
S1 8,629 8,623

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

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