mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 8,254 8,413 159 1.9% 8,461
High 8,432 8,432 0 0.0% 8,509
Low 8,194 8,342 148 1.8% 8,194
Close 8,414 8,373 -41 -0.5% 8,373
Range 238 90 -148 -62.2% 315
ATR 169 163 -6 -3.3% 0
Volume 135,229 169,849 34,620 25.6% 689,450
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,652 8,603 8,423
R3 8,562 8,513 8,398
R2 8,472 8,472 8,390
R1 8,423 8,423 8,381 8,403
PP 8,382 8,382 8,382 8,372
S1 8,333 8,333 8,365 8,313
S2 8,292 8,292 8,357
S3 8,202 8,243 8,348
S4 8,112 8,153 8,324
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,304 9,153 8,546
R3 8,989 8,838 8,460
R2 8,674 8,674 8,431
R1 8,523 8,523 8,402 8,441
PP 8,359 8,359 8,359 8,318
S1 8,208 8,208 8,344 8,126
S2 8,044 8,044 8,315
S3 7,729 7,893 8,287
S4 7,414 7,578 8,200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,509 8,194 315 3.8% 166 2.0% 57% False False 137,890
10 8,720 8,194 526 6.3% 154 1.8% 34% False False 132,238
20 8,828 8,194 634 7.6% 156 1.9% 28% False False 71,173
40 8,828 7,999 829 9.9% 168 2.0% 45% False False 35,656
60 8,828 7,614 1,214 14.5% 181 2.2% 63% False False 23,794
80 8,828 6,415 2,413 28.8% 185 2.2% 81% False False 17,852
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 39
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 8,815
2.618 8,668
1.618 8,578
1.000 8,522
0.618 8,488
HIGH 8,432
0.618 8,398
0.500 8,387
0.382 8,377
LOW 8,342
0.618 8,287
1.000 8,252
1.618 8,197
2.618 8,107
4.250 7,960
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 8,387 8,353
PP 8,382 8,333
S1 8,378 8,313

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

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