mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 8,718 8,564 -154 -1.8% 8,634
High 8,720 8,603 -117 -1.3% 8,828
Low 8,521 8,444 -77 -0.9% 8,574
Close 8,564 8,459 -105 -1.2% 8,738
Range 199 159 -40 -20.1% 254
ATR 176 174 -1 -0.7% 0
Volume 103,122 130,103 26,981 26.2% 96,012
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,979 8,878 8,547
R3 8,820 8,719 8,503
R2 8,661 8,661 8,488
R1 8,560 8,560 8,474 8,531
PP 8,502 8,502 8,502 8,488
S1 8,401 8,401 8,445 8,372
S2 8,343 8,343 8,430
S3 8,184 8,242 8,415
S4 8,025 8,083 8,372
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 8,444 384 4.5% 168 2.0% 4% False True 65,048
10 8,828 8,444 384 4.5% 155 1.8% 4% False True 33,301
20 8,828 8,138 690 8.2% 172 2.0% 47% False False 16,796
40 8,828 7,677 1,151 13.6% 178 2.1% 68% False False 8,444
60 8,828 7,338 1,490 17.6% 193 2.3% 75% False False 5,648
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 False
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,279
2.618 9,019
1.618 8,860
1.000 8,762
0.618 8,701
HIGH 8,603
0.618 8,542
0.500 8,524
0.382 8,505
LOW 8,444
0.618 8,346
1.000 8,285
1.618 8,187
2.618 8,028
4.250 7,768
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 8,524 8,601
PP 8,502 8,553
S1 8,481 8,506

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

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