mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 23-Jun-2009

Day Change Summary
	Previous	Current
	22-Jun-2009	23-Jun-2009	Change	Change %	Previous Week
Open	8,461	8,283	-178	-2.1%	8,718
High	8,509	8,326	-183	-2.2%	8,720
Low	8,275	8,228	-47	-0.6%	8,406
Close	8,283	8,257	-26	-0.3%	8,476
Range	234	98	-136	-58.1%	314
ATR	168	163	-5	-3.0%	0
Volume	109,665	138,109	28,444	25.9%	632,934

Daily Pivots for day following 23-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,564	8,509	8,311
R3	8,466	8,411	8,284
R2	8,368	8,368	8,275
R1	8,313	8,313	8,266	8,292
PP	8,270	8,270	8,270	8,260
S1	8,215	8,215	8,248	8,194
S2	8,172	8,172	8,239
S3	8,074	8,117	8,230
S4	7,976	8,019	8,203

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	8,566	8,228	338	4.1%	137	1.7%	9%	False	True	129,496
10	8,828	8,228	600	7.3%	153	1.8%	5%	False	True	97,272
20	8,828	8,170	658	8.0%	162	2.0%	13%	False	False	49,134
40	8,828	7,814	1,014	12.3%	171	2.1%	44%	False	False	24,622
60	8,828	7,338	1,490	18.0%	185	2.2%	62%	False	False	16,435

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	8,743
2.618	8,583
1.618	8,485
1.000	8,424
0.618	8,387
HIGH	8,326
0.618	8,289
0.500	8,277
0.382	8,266
LOW	8,228
0.618	8,168
1.000	8,130
1.618	8,070
2.618	7,972
4.250	7,812

Fisher Pivots for day following 23-Jun-2009
Pivot	1 day	3 day
R1	8,277	8,397
PP	8,270	8,350
S1	8,264	8,304

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