mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 8,691 8,698 7 0.1% 8,451
High 8,805 8,828 23 0.3% 8,809
Low 8,585 8,675 90 1.0% 8,416
Close 8,700 8,699 -1 0.0% 8,705
Range 220 153 -67 -30.5% 393
ATR 179 178 -2 -1.1% 0
Volume 3,804 6,717 2,913 76.6% 5,064
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,193 9,099 8,783
R3 9,040 8,946 8,741
R2 8,887 8,887 8,727
R1 8,793 8,793 8,713 8,840
PP 8,734 8,734 8,734 8,758
S1 8,640 8,640 8,685 8,687
S2 8,581 8,581 8,671
S3 8,428 8,487 8,657
S4 8,275 8,334 8,615
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 8,828 8,574 254 2.9% 162 1.9% 49% True False 3,140
10 8,828 8,296 532 6.1% 168 1.9% 76% True False 1,991
20 8,828 8,122 706 8.1% 177 2.0% 82% True False 1,080
40 8,828 7,677 1,151 13.2% 181 2.1% 89% True False 580
60 8,828 7,180 1,648 18.9% 193 2.2% 92% True False 404
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,478
2.618 9,229
1.618 9,076
1.000 8,981
0.618 8,923
HIGH 8,828
0.618 8,770
0.500 8,752
0.382 8,734
LOW 8,675
0.618 8,581
1.000 8,522
1.618 8,428
2.618 8,275
4.250 8,025
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 8,752 8,707
PP 8,734 8,704
S1 8,717 8,702

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

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