mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 8,495 8,461 -34 -0.4% 8,718
High 8,566 8,509 -57 -0.7% 8,720
Low 8,437 8,275 -162 -1.9% 8,406
Close 8,476 8,283 -193 -2.3% 8,476
Range 129 234 105 81.4% 314
ATR 163 168 5 3.1% 0
Volume 127,188 109,665 -17,523 -13.8% 632,934
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,058 8,904 8,412
R3 8,824 8,670 8,347
R2 8,590 8,590 8,326
R1 8,436 8,436 8,305 8,396
PP 8,356 8,356 8,356 8,336
S1 8,202 8,202 8,262 8,162
S2 8,122 8,122 8,240
S3 7,888 7,968 8,219
S4 7,654 7,734 8,154
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,476 9,290 8,649
R3 9,162 8,976 8,562
R2 8,848 8,848 8,534
R1 8,662 8,662 8,505 8,598
PP 8,534 8,534 8,534 8,502
S1 8,348 8,348 8,447 8,284
S2 8,220 8,220 8,419
S3 7,906 8,034 8,390
S4 7,592 7,720 8,303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,603 8,275 328 4.0% 150 1.8% 2% False True 127,895
10 8,828 8,275 553 6.7% 151 1.8% 1% False True 83,676
20 8,828 8,138 690 8.3% 172 2.1% 21% False False 42,235
40 8,828 7,814 1,014 12.2% 172 2.1% 46% False False 21,171
60 8,828 7,338 1,490 18.0% 186 2.2% 63% False False 14,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 9,504
2.618 9,122
1.618 8,888
1.000 8,743
0.618 8,654
HIGH 8,509
0.618 8,420
0.500 8,392
0.382 8,365
LOW 8,275
0.618 8,131
1.000 8,041
1.618 7,897
2.618 7,663
4.250 7,281
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 8,392 8,421
PP 8,356 8,375
S1 8,319 8,329

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

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