mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 8,269 8,444 175 2.1% 8,265
High 8,485 8,504 19 0.2% 8,576
Low 8,194 8,273 79 1.0% 8,176
Close 8,461 8,297 -164 -1.9% 8,260
Range 291 231 -60 -20.6% 400
ATR 197 200 2 1.2% 0
Volume 112,949 178,786 65,837 58.3% 779,416
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 9,051 8,905 8,424
R3 8,820 8,674 8,361
R2 8,589 8,589 8,339
R1 8,443 8,443 8,318 8,401
PP 8,358 8,358 8,358 8,337
S1 8,212 8,212 8,276 8,170
S2 8,127 8,127 8,255
S3 7,896 7,981 8,234
S4 7,665 7,750 8,170
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 9,537 9,299 8,480
R3 9,137 8,899 8,370
R2 8,737 8,737 8,333
R1 8,499 8,499 8,297 8,418
PP 8,337 8,337 8,337 8,297
S1 8,099 8,099 8,223 8,018
S2 7,937 7,937 8,187
S3 7,537 7,699 8,150
S4 7,137 7,299 8,040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,576 8,194 382 4.6% 204 2.5% 27% False False 153,126
10 8,576 8,176 400 4.8% 196 2.4% 30% False False 156,254
20 8,576 7,944 632 7.6% 190 2.3% 56% False False 158,311
40 8,576 7,426 1,150 13.9% 203 2.4% 76% False False 165,106
60 8,576 6,416 2,160 26.0% 228 2.7% 87% False False 149,025
80 8,576 6,416 2,160 26.0% 227 2.7% 87% False False 111,810
100 9,000 6,416 2,584 31.1% 227 2.7% 73% False False 89,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,486
2.618 9,109
1.618 8,878
1.000 8,735
0.618 8,647
HIGH 8,504
0.618 8,416
0.500 8,389
0.382 8,361
LOW 8,273
0.618 8,130
1.000 8,042
1.618 7,899
2.618 7,668
4.250 7,291
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 8,389 8,349
PP 8,358 8,332
S1 8,328 8,314

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

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