mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 8,698 8,696 -2 0.0% 8,634
High 8,828 8,757 -71 -0.8% 8,828
Low 8,675 8,650 -25 -0.3% 8,574
Close 8,699 8,738 39 0.4% 8,738
Range 153 107 -46 -30.1% 254
ATR 178 172 -5 -2.8% 0
Volume 6,717 81,497 74,780 1,113.3% 96,012
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,036 8,994 8,797
R3 8,929 8,887 8,768
R2 8,822 8,822 8,758
R1 8,780 8,780 8,748 8,801
PP 8,715 8,715 8,715 8,726
S1 8,673 8,673 8,728 8,694
S2 8,608 8,608 8,719
S3 8,501 8,566 8,709
S4 8,394 8,459 8,679
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,475 9,361 8,878
R3 9,221 9,107 8,808
R2 8,967 8,967 8,785
R1 8,853 8,853 8,761 8,910
PP 8,713 8,713 8,713 8,742
S1 8,599 8,599 8,715 8,656
S2 8,459 8,459 8,692
S3 8,205 8,345 8,668
S4 7,951 8,091 8,598
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% 149 1.7% 65% False False 19,202
10 8,828 8,416 412 4.7% 159 1.8% 78% False False 10,107
20 8,828 8,122 706 8.1% 177 2.0% 87% False False 5,150
40 8,828 7,677 1,151 13.2% 179 2.0% 92% False False 2,616
60 8,828 7,180 1,648 18.9% 191 2.2% 95% False False 1,762
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 45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,212
2.618 9,037
1.618 8,930
1.000 8,864
0.618 8,823
HIGH 8,757
0.618 8,716
0.500 8,704
0.382 8,691
LOW 8,650
0.618 8,584
1.000 8,543
1.618 8,477
2.618 8,370
4.250 8,195
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 8,727 8,728
PP 8,715 8,717
S1 8,704 8,707

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

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