mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 8,413 8,371 -42 -0.5% 8,461
High 8,432 8,476 44 0.5% 8,509
Low 8,342 8,320 -22 -0.3% 8,194
Close 8,373 8,458 85 1.0% 8,373
Range 90 156 66 73.3% 315
ATR 163 163 -1 -0.3% 0
Volume 169,849 111,240 -58,609 -34.5% 689,450
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,886 8,828 8,544
R3 8,730 8,672 8,501
R2 8,574 8,574 8,487
R1 8,516 8,516 8,472 8,545
PP 8,418 8,418 8,418 8,433
S1 8,360 8,360 8,444 8,389
S2 8,262 8,262 8,430
S3 8,106 8,204 8,415
S4 7,950 8,048 8,372
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 8,476 8,194 282 3.3% 150 1.8% 94% True False 138,205
10 8,603 8,194 409 4.8% 150 1.8% 65% False False 133,050
20 8,828 8,194 634 7.5% 151 1.8% 42% False False 76,696
40 8,828 8,122 706 8.3% 168 2.0% 48% False False 38,436
60 8,828 7,614 1,214 14.4% 178 2.1% 70% False False 25,646
80 8,828 6,415 2,413 28.5% 183 2.2% 85% False False 19,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,139
2.618 8,885
1.618 8,729
1.000 8,632
0.618 8,573
HIGH 8,476
0.618 8,417
0.500 8,398
0.382 8,380
LOW 8,320
0.618 8,224
1.000 8,164
1.618 8,068
2.618 7,912
4.250 7,657
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 8,438 8,417
PP 8,418 8,376
S1 8,398 8,335

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

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