mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 8,564 8,459 -105 -1.2% 8,634
High 8,603 8,508 -95 -1.1% 8,828
Low 8,444 8,406 -38 -0.5% 8,574
Close 8,459 8,437 -22 -0.3% 8,738
Range 159 102 -57 -35.8% 254
ATR 174 169 -5 -3.0% 0
Volume 130,103 125,638 -4,465 -3.4% 96,012
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,756 8,699 8,493
R3 8,654 8,597 8,465
R2 8,552 8,552 8,456
R1 8,495 8,495 8,446 8,473
PP 8,450 8,450 8,450 8,439
S1 8,393 8,393 8,428 8,371
S2 8,348 8,348 8,418
S3 8,246 8,291 8,409
S4 8,144 8,189 8,381
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 8,406 422 5.0% 144 1.7% 7% False True 89,415
10 8,828 8,406 422 5.0% 149 1.8% 7% False True 45,721
20 8,828 8,138 690 8.2% 172 2.0% 43% False False 23,070
40 8,828 7,704 1,124 13.3% 175 2.1% 65% False False 11,581
60 8,828 7,338 1,490 17.7% 189 2.2% 74% False False 7,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,942
2.618 8,775
1.618 8,673
1.000 8,610
0.618 8,571
HIGH 8,508
0.618 8,469
0.500 8,457
0.382 8,445
LOW 8,406
0.618 8,343
1.000 8,304
1.618 8,241
2.618 8,139
4.250 7,973
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 8,457 8,563
PP 8,450 8,521
S1 8,444 8,479

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

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