mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	8,459	8,437	-22	-0.3%	8,634
High	8,508	8,542	34	0.4%	8,828
Low	8,406	8,419	13	0.2%	8,574
Close	8,437	8,493	56	0.7%	8,738
Range	102	123	21	20.6%	254
ATR	169	166	-3	-2.0%	0
Volume	125,638	146,883	21,245	16.9%	96,012

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,854	8,796	8,561
R3	8,731	8,673	8,527
R2	8,608	8,608	8,516
R1	8,550	8,550	8,504	8,579
PP	8,485	8,485	8,485	8,499
S1	8,427	8,427	8,482	8,456
S2	8,362	8,362	8,471
S3	8,239	8,304	8,459
S4	8,116	8,181	8,425

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	8,757	8,406	351	4.1%	138	1.6%	25%	False	False	117,448
10	8,828	8,406	422	5.0%	150	1.8%	21%	False	False	60,294
20	8,828	8,138	690	8.1%	169	2.0%	51%	False	False	30,408
40	8,828	7,704	1,124	13.2%	174	2.0%	70%	False	False	15,252
60	8,828	7,338	1,490	17.5%	188	2.2%	78%	False	False	10,190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,065
2.618	8,864
1.618	8,741
1.000	8,665
0.618	8,618
HIGH	8,542
0.618	8,495
0.500	8,481
0.382	8,466
LOW	8,419
0.618	8,343
1.000	8,296
1.618	8,220
2.618	8,097
4.250	7,896

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	8,489	8,505
PP	8,485	8,501
S1	8,481	8,497

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols