mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 8,634 8,705 71 0.8% 8,451
High 8,759 8,744 -15 -0.2% 8,809
Low 8,574 8,666 92 1.1% 8,416
Close 8,703 8,686 -17 -0.2% 8,705
Range 185 78 -107 -57.8% 393
ATR 184 176 -8 -4.1% 0
Volume 1,845 2,149 304 16.5% 5,064
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,933 8,887 8,729
R3 8,855 8,809 8,708
R2 8,777 8,777 8,700
R1 8,731 8,731 8,693 8,715
PP 8,699 8,699 8,699 8,691
S1 8,653 8,653 8,679 8,637
S2 8,621 8,621 8,672
S3 8,543 8,575 8,665
S4 8,465 8,497 8,643
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,822 9,657 8,921
R3 9,429 9,264 8,813
R2 9,036 9,036 8,777
R1 8,871 8,871 8,741 8,954
PP 8,643 8,643 8,643 8,685
S1 8,478 8,478 8,669 8,561
S2 8,250 8,250 8,633
S3 7,857 8,085 8,597
S4 7,464 7,692 8,489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,809 8,529 280 3.2% 143 1.6% 56% False False 1,554
10 8,809 8,170 639 7.4% 172 2.0% 81% False False 996
20 8,809 8,122 687 7.9% 178 2.0% 82% False False 566
40 8,809 7,677 1,132 13.0% 181 2.1% 89% False False 321
60 8,809 7,112 1,697 19.5% 191 2.2% 93% False False 228
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 9,076
2.618 8,948
1.618 8,870
1.000 8,822
0.618 8,792
HIGH 8,744
0.618 8,714
0.500 8,705
0.382 8,696
LOW 8,666
0.618 8,618
1.000 8,588
1.618 8,540
2.618 8,462
4.250 8,335
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 8,705 8,692
PP 8,699 8,690
S1 8,692 8,688

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

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